0.40Open0.80Pre Close2 Volume473 Open Interest9.00Strike Price80.00Turnover101.40%IV3.04%PremiumDec 20, 2024Expiry Date0.13Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.5360Delta0.4456Gamma20.87Leverage Ratio-0.0527Theta-0.0005Rho-11.19Eff Leverage0.0035Vega