0.20Open0.31Pre Close6 Volume35 Open Interest51.00Strike Price80.00Turnover31.15%IV3.07%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1364Delta0.1529Gamma525.10Leverage Ratio-0.0535Theta-0.0005Rho-71.62Eff Leverage0.0100Vega