0.06Open0.20Pre Close14 Volume1.25K Open Interest19.00Strike Price81.00Turnover20.69%IV0.94%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.2719Delta1.3914Gamma478.50Leverage Ratio-0.0334Theta-0.0002Rho-130.08Eff Leverage0.0038Vega