3.65Open3.18Pre Close201 Volume227 Open Interest454.00Strike Price81.88KTurnover10.11%IV0.09%PremiumDec 6, 2024Expiry Date4.11Intrinsic Value100Multiplier1DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.9578Delta0.0511Gamma108.41Leverage Ratio-0.0200Theta-0.0056Rho-103.83Eff Leverage0.0212Vega