0.20Open0.02Pre Close4 Volume416 Open Interest79.00Strike Price80.00Turnover217.61%IV2.30%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1081Delta0.1389Gamma403.28Leverage Ratio-5.7735Theta0.0000Rho-43.60Eff Leverage0.0011Vega