3.50Open2.18Pre Close267 Volume436 Open Interest34.00Strike Price81.96KTurnover86.65%IV0.86%PremiumDec 6, 2024Expiry Date0.97Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.7830Delta0.1401Gamma26.64Leverage Ratio-0.1500Theta-0.0014Rho-20.86Eff Leverage0.0071Vega