3.65Open3.18Pre Close201 Volume227 Open Interest454.00Strike Price81.88KTurnover11.13%IV0.04%PremiumDec 6, 2024Expiry Date4.30Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.9611Delta0.0438Gamma105.81Leverage Ratio-0.0200Theta-0.0055Rho-101.69Eff Leverage0.0196Vega