11.50Open11.12Pre Close70 Volume955 Open Interest230.00Strike Price80.78KTurnover25.80%IV1.27%PremiumNov 15, 2024Expiry Date7.69Intrinsic Value100Multiplier20DDays to Expiry3.01Extrinsic Value100Contract SizeAmericanOptions Type0.7286Delta0.0228Gamma22.11Leverage Ratio-0.1381Theta0.0912Rho16.11Eff Leverage0.1867Vega