0.04Open0.07Pre Close20 Volume36 Open Interest30.00Strike Price80.00Turnover36.00%IV5.33%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0857Delta0.1517Gamma713.00Leverage Ratio-0.0203Theta0.0002Rho61.08Eff Leverage0.0045Vega