0.27Open0.45Pre Close3 Volume8 Open Interest27.00Strike Price81.00Turnover16.87%IV0.33%PremiumSep 20, 2024Expiry Date0.18Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6874Delta0.8949Gamma100.67Leverage Ratio-0.0305Theta0.0014Rho69.19Eff Leverage0.0083Vega