0.15Open0.15Pre Close4 Volume42 Open Interest32.50Strike Price80.00Turnover21.37%IV0.55%PremiumDec 27, 2024Expiry Date0.07Intrinsic Value100Multiplier1DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.5683Delta0.8495Gamma144.76Leverage Ratio-0.0715Theta0.0008Rho82.27Eff Leverage0.0085Vega