0.40Open0.40Pre Close2 Volume245 Open Interest20.00Strike Price80.00Turnover11.81%IV1.29%PremiumDec 20, 2024Expiry Date0.14Intrinsic Value100Multiplier32DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.6277Delta0.5380Gamma50.35Leverage Ratio-0.0057Theta0.0107Rho31.61Eff Leverage0.0225Vega