0.06Open0.06Pre Close15 Volume0 Open Interest8.50Strike Price81.00Turnover79.10%IV3.75%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1977Delta0.7795Gamma219.75Leverage Ratio-0.0518Theta0.0000Rho-43.45Eff Leverage0.0013Vega