0.40Open0.10Pre Close2 Volume18 Open Interest17.50Strike Price80.00Turnover23.01%IV0.67%PremiumDec 20, 2024Expiry Date0.28Intrinsic Value100Multiplier21DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6400Delta0.3777Gamma30.92Leverage Ratio-0.0100Theta0.0063Rho19.79Eff Leverage0.0161Vega