0.05Open0.05Pre Close16 Volume52 Open Interest29.00Strike Price80.00Turnover32.03%IV11.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0485Delta0.0418Gamma652.40Leverage Ratio-0.0060Theta-0.0008Rho-31.63Eff Leverage0.0076Vega