0.10Open0.06Pre Close6 Volume18 Open Interest89.00Strike Price80.00Turnover48.64%IV2.90%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1997Delta0.0905Gamma261.43Leverage Ratio-0.2489Theta-0.0009Rho-52.20Eff Leverage0.0178Vega