0.40Open0.33Pre Close2.02K Volume2.41K Open Interest21.50Strike Price80.18KTurnover19.25%IV0.14%PremiumOct 11, 2024Expiry Date0.36Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8501Delta0.6479Gamma55.34Leverage Ratio-0.0176Theta0.0013Rho47.05Eff Leverage0.0044Vega