0.02Open0.04Pre Close39 Volume613 Open Interest8.00Strike Price80.00Turnover112.87%IV16.44%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0371Delta0.0829Gamma636.67Leverage Ratio-0.0106Theta0.0000Rho-23.59Eff Leverage0.0007Vega