0.08Open0.15Pre Close10 Volume97 Open Interest78.50Strike Price80.00Turnover26.94%IV0.87%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.2734Delta0.3309Gamma465.35Leverage Ratio-0.2068Theta-0.0005Rho-127.22Eff Leverage0.0124Vega