0.40Open0.65Pre Close2 Volume14 Open Interest13.00Strike Price80.00Turnover80.20%IV21.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1410Delta0.0647Gamma58.11Leverage Ratio-0.0143Theta-0.0017Rho-8.20Eff Leverage0.0096Vega