0.40Open0.45Pre Close2 Volume1.25K Open Interest85.00Strike Price80.00Turnover26.21%IV8.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1516Delta0.0448Gamma197.50Leverage Ratio-0.0276Theta0.0074Rho29.93Eff Leverage0.0469Vega