0.12Open0.36Pre Close6 Volume577 Open Interest118.00Strike Price80.00Turnover19.87%IV1.73%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.1530Delta0.1335Gamma829.50Leverage Ratio-0.0944Theta0.0010Rho126.92Eff Leverage0.0210Vega