0.10Open0.10Pre Close10 Volume1.60K Open Interest10.00Strike Price81.00Turnover41.01%IV11.76%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1651Delta0.2774Gamma120.13Leverage Ratio-0.0053Theta0.0008Rho19.84Eff Leverage0.0054Vega