0.30Open0.10Pre Close3 Volume101 Open Interest19.00Strike Price80.00Turnover10.78%IV0.68%PremiumDec 20, 2024Expiry Date0.07Intrinsic Value100Multiplier23DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.5988Delta0.7404Gamma69.35Leverage Ratio-0.0057Theta0.0072Rho41.52Eff Leverage0.0187Vega