0.02Open0.04Pre Close30 Volume53 Open Interest72.00Strike Price80.00Turnover38.59%IV5.85%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0362Delta0.0377Gamma2268.33Leverage Ratio-0.0255Theta0.0002Rho82.07Eff Leverage0.0043Vega