0.35Open0.65Pre Close2 Volume38 Open Interest19.50Strike Price80.00Turnover108.91%IV3.15%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.4410Delta0.2378Gamma31.47Leverage Ratio-0.1706Theta-0.0005Rho-13.88Eff Leverage0.0060Vega