0.45Open0.35Pre Close2 Volume424 Open Interest22.50Strike Price80.00Turnover89.81%IV20.36%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1912Delta0.0815Gamma54.24Leverage Ratio-0.0328Theta0.0013Rho10.37Eff Leverage0.0101Vega