0.80Open1.05Pre Close1 Volume2.51K Open Interest17.50Strike Price80.00Turnover26.70%IV1.67%PremiumSep 20, 2024Expiry Date0.50Intrinsic Value100Multiplier27DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.6820Delta0.2703Gamma21.18Leverage Ratio-0.0102Theta0.0086Rho14.44Eff Leverage0.0176Vega