0.80Open0.82Pre Close1.05K Volume973 Open Interest9.50Strike Price81.49KTurnover116.73%IV3.02%PremiumDec 6, 2024Expiry Date0.55Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.6661Delta0.3363Gamma11.62Leverage Ratio-0.0521Theta-0.0007Rho-7.74Eff Leverage0.0034Vega