0.05Open0.05Pre Close16 Volume536 Open Interest220.00Strike Price80.00Turnover43.16%IV9.73%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0165Delta0.0048Gamma4010.60Leverage Ratio-0.0365Theta0.0003Rho66.06Eff Leverage0.0082Vega