0.81Open0.85Pre Close1 Volume68 Open Interest31.00Strike Price81.00Turnover49.84%IV8.79%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type0.3483Delta0.1046Gamma37.73Leverage Ratio-0.0321Theta0.0055Rho13.14Eff Leverage0.0262Vega