0.42Open0.46Pre Close959 Volume3.32K Open Interest12.00Strike Price81.12KTurnover100.07%IV0.86%PremiumDec 6, 2024Expiry Date0.86Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8064Delta0.2525Gamma13.06Leverage Ratio-0.0598Theta0.0007Rho10.53Eff Leverage0.0030Vega