0.40Open0.45Pre Close2 Volume1.25K Open Interest85.00Strike Price80.00Turnover25.47%IV8.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1463Delta0.0447Gamma210.67Leverage Ratio-0.0260Theta0.0073Rho30.81Eff Leverage0.0461Vega