0.60Open0.42Pre Close1.01K Volume3.82K Open Interest17.00Strike Price81.42KTurnover74.24%IV1.19%PremiumJul 19, 2024Expiry Date0.65Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.7274Delta0.2836Gamma20.52Leverage Ratio-0.0728Theta0.0010Rho14.93Eff Leverage0.0052Vega