0.81Open0.81Pre Close1 Volume11 Open Interest14.50Strike Price81.00Turnover73.65%IV1.80%PremiumDec 6, 2024Expiry Date0.54Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.7642Delta0.3608Gamma21.49Leverage Ratio-0.0660Theta0.0006Rho16.42Eff Leverage0.0036Vega