0.05Open0.05Pre Close17 Volume555 Open Interest2.50Strike Price80.00Turnover156.70%IV59.75%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1524Delta0.3990Gamma39.75Leverage Ratio-0.0034Theta0.0001Rho6.06Eff Leverage0.0009Vega