0.04Open0.10Pre Close20 Volume36 Open Interest5.00Strike Price80.00Turnover99.93%IV42.37%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1050Delta0.2066Gamma88.50Leverage Ratio-0.0035Theta0.0002Rho9.29Eff Leverage0.0016Vega