0.03Open0.05Pre Close27 Volume1.15K Open Interest11.00Strike Price81.00Turnover50.43%IV6.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1197Delta0.3832Gamma345.00Leverage Ratio-0.0138Theta0.0001Rho41.29Eff Leverage0.0021Vega