0.81Open0.85Pre Close1 Volume370 Open Interest12.00Strike Price81.00Turnover55.32%IV3.37%PremiumNov 15, 2024Expiry Date0.42Intrinsic Value100Multiplier22DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.5715Delta0.2521Gamma13.62Leverage Ratio-0.0134Theta-0.0039Rho-7.79Eff Leverage0.0111Vega