0.40Open0.40Pre Close2 Volume245 Open Interest20.00Strike Price80.00Turnover11.88%IV1.29%PremiumDec 20, 2024Expiry Date0.14Intrinsic Value100Multiplier31DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.6273Delta0.5375Gamma50.35Leverage Ratio-0.0057Theta0.0106Rho31.58Eff Leverage0.0224Vega