0.20Open0.20Pre Close4 Volume641 Open Interest2.00Strike Price80.00Turnover90.71%IV8.16%PremiumOct 18, 2024Expiry Date0.04Intrinsic Value100Multiplier12DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.5122Delta1.2296Gamma13.07Leverage Ratio-0.0053Theta-0.0004Rho-6.69Eff Leverage0.0014Vega