0.40Open0.50Pre Close2 Volume31 Open Interest7.00Strike Price81.00Turnover67.19%IV4.63%PremiumJul 19, 2024Expiry Date0.09Intrinsic Value100Multiplier13DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.5086Delta0.4455Gamma17.28Leverage Ratio-0.0129Theta-0.0013Rho-8.79Eff Leverage0.0053Vega