0.40Open0.60Pre Close2 Volume30 Open Interest5.00Strike Price80.00Turnover144.84%IV4.37%PremiumNov 15, 2024Expiry Date0.19Intrinsic Value100Multiplier15DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.4904Delta0.2789Gamma7.13Leverage Ratio-0.0185Theta-0.0012Rho-3.49Eff Leverage0.0039Vega