0.21Open0.75Pre Close6 Volume102 Open Interest185.00Strike Price80.00Turnover25.21%IV7.16%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0231Delta0.0094Gamma3453.60Leverage Ratio-0.0217Theta0.0007Rho79.89Eff Leverage0.0127Vega