0.42Open1.16Pre Close2 Volume14 Open Interest31.00Strike Price81.00Turnover162.48%IV0.16%PremiumNov 29, 2024Expiry Date0.34Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.5768Delta0.1810Gamma30.13Leverage Ratio-0.6616Theta0.0003Rho17.38Eff Leverage0.0052Vega