0.20Open0.50Pre Close4 Volume3 Open Interest45.00Strike Price80.00Turnover21.37%IV6.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1615Delta0.1016Gamma211.70Leverage Ratio-0.0122Theta0.0047Rho34.19Eff Leverage0.0276Vega