0.81Open0.85Pre Close1 Volume370 Open Interest12.00Strike Price81.00Turnover55.73%IV3.37%PremiumNov 15, 2024Expiry Date0.42Intrinsic Value100Multiplier21DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.5716Delta0.2522Gamma13.62Leverage Ratio-0.0137Theta-0.0038Rho-7.79Eff Leverage0.0110Vega