3.65Open3.18Pre Close201 Volume227 Open Interest454.00Strike Price81.88KTurnover12.00%IV0.03%PremiumDec 6, 2024Expiry Date4.35Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.9451Delta0.0460Gamma102.78Leverage Ratio-0.0400Theta-0.0068Rho-97.14Eff Leverage0.0267Vega