0.11Open0.05Pre Close9 Volume410 Open Interest16.00Strike Price82.00Turnover47.33%IV9.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0603Delta0.1062Gamma587.33Leverage Ratio-0.0095Theta-0.0002Rho-35.40Eff Leverage0.0028Vega