0.25Open0.16Pre Close3 Volume977 Open Interest10.00Strike Price80.00Turnover26.35%IV1.38%PremiumDec 20, 2024Expiry Date0.16Intrinsic Value100Multiplier5DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7075Delta1.0894Gamma45.16Leverage Ratio-0.0120Theta0.0010Rho31.95Eff Leverage0.0041Vega