0.20Open0.02Pre Close4 Volume416 Open Interest79.00Strike Price80.00Turnover211.40%IV2.31%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1095Delta0.1424Gamma403.30Leverage Ratio-5.5820Theta0.0000Rho-44.16Eff Leverage0.0012Vega