0.25Open0.30Pre Close4.94K Volume4.57K Open Interest11.50Strike Price80.94KTurnover73.11%IV4.53%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.2726Delta0.4418Gamma91.69Leverage Ratio-0.0488Theta-0.0002Rho-24.99Eff Leverage0.0034Vega