0.11Open0.06Pre Close10 Volume900 Open Interest9.50Strike Price80.00Turnover101.49%IV10.43%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1078Delta0.1995Gamma211.00Leverage Ratio-0.0292Theta-0.0001Rho-22.75Eff Leverage0.0017Vega