0.30Open0.58Pre Close3.90K Volume1.77K Open Interest81.00Strike Price81.55KTurnover60.99%IV6.23%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0689Delta0.0357Gamma750.00Leverage Ratio-0.1022Theta-0.0003Rho-51.71Eff Leverage0.0081Vega