0.42Open0.23Pre Close2 Volume270 Open Interest34.50Strike Price80.00Turnover20.31%IV0.50%PremiumOct 11, 2024Expiry Date0.21Intrinsic Value100Multiplier3DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6124Delta0.5878Gamma90.24Leverage Ratio-0.0396Theta-0.0017Rho-55.26Eff Leverage0.0124Vega