0.20Open0.10Pre Close4 Volume391 Open Interest105.00Strike Price81.00Turnover48.30%IV15.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0223Delta0.0086Gamma1825.00Leverage Ratio-0.0205Theta0.0004Rho40.71Eff Leverage0.0068Vega