0.05Open0.10Pre Close8 Volume44 Open Interest92.00Strike Price81.00Turnover41.51%IV0.77%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3430Delta0.2784Gamma304.83Leverage Ratio-0.5649Theta0.0004Rho104.55Eff Leverage0.0117Vega