0.20Open0.02Pre Close4 Volume416 Open Interest79.00Strike Price80.00Turnover250.49%IV2.54%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1824Delta0.1329Gamma404.25Leverage Ratio-7.4817Theta0.0000Rho-73.74Eff Leverage0.0021Vega