0.10Open0.15Pre Close13 Volume828 Open Interest60.00Strike Price80.00Turnover25.20%IV10.51%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0557Delta0.0347Gamma724.53Leverage Ratio-0.0091Theta0.0017Rho40.36Eff Leverage0.0144Vega