0.15Open0.10Pre Close7 Volume716 Open Interest12.50Strike Price80.00Turnover148.11%IV21.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1807Delta0.1355Gamma59.09Leverage Ratio-0.0436Theta0.0003Rho10.67Eff Leverage0.0034Vega