0.25Open0.24Pre Close3 Volume115 Open Interest35.00Strike Price80.00Turnover26.89%IV7.71%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1576Delta0.0826Gamma150.40Leverage Ratio-0.0109Theta-0.0046Rho-23.70Eff Leverage0.0261Vega