0.07Open0.21Pre Close11 Volume626 Open Interest89.00Strike Price80.00Turnover32.92%IV1.68%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1429Delta0.1662Gamma904.20Leverage Ratio-0.1995Theta-0.0003Rho-129.20Eff Leverage0.0093Vega