0.04Open0.07Pre Close20 Volume17.29K Open Interest107.00Strike Price80.00Turnover11.66%IV1.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0512Delta0.0909Gamma4354.60Leverage Ratio-0.0165Theta-0.0004Rho-223.07Eff Leverage0.0104Vega