0.80Open0.30Pre Close1 Volume40 Open Interest139.00Strike Price80.00Turnover22.29%IV0.43%PremiumDec 13, 2024Expiry Date0.21Intrinsic Value100Multiplier1DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.5559Delta0.2220Gamma168.23Leverage Ratio-0.3930Theta-0.0024Rho-93.51Eff Leverage0.0316Vega