0.05Open0.10Pre Close16 Volume117 Open Interest23.50Strike Price80.00Turnover68.99%IV10.36%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0797Delta0.1042Gamma426.80Leverage Ratio-0.0279Theta0.0002Rho34.01Eff Leverage0.0031Vega