0.04Open0.05Pre Close20 Volume441 Open Interest15.00Strike Price80.00Turnover42.17%IV11.82%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0868Delta0.1530Gamma336.25Leverage Ratio-0.0067Theta0.0004Rho29.17Eff Leverage0.0039Vega