0.35Open0.58Pre Close2 Volume551 Open Interest67.50Strike Price80.00Turnover42.81%IV9.45%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1321Delta0.0328Gamma164.56Leverage Ratio-0.0440Theta-0.0040Rho-21.74Eff Leverage0.0325Vega