22.75Open27.48Pre Close38 Volume38 Open Interest581.00Strike Price81.94KTurnover103.72%IV0.66%PremiumDec 18, 2024Expiry Date17.20Intrinsic Value100Multiplier0DDays to Expiry3.97Extrinsic Value100Contract SizeAmericanOptions Type0.9836Delta0.0058Gamma34.79Leverage Ratio-2.8273Theta0.0007Rho34.22Eff Leverage0.0028Vega