0.10Open0.15Pre Close8 Volume106 Open Interest20.00Strike Price80.00Turnover151.07%IV28.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0403Delta0.0153Gamma279.30Leverage Ratio-0.0345Theta-0.0002Rho-11.26Eff Leverage0.0033Vega