0.45Open0.15Pre Close2 Volume50 Open Interest48.00Strike Price80.00Turnover67.56%IV28.42%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1126Delta0.0277Gamma107.57Leverage Ratio-0.0249Theta0.0029Rho12.12Eff Leverage0.0195Vega