0.80Open0.55Pre Close1 Volume152 Open Interest7.50Strike Price80.00Turnover56.07%IV0.12%PremiumDec 20, 2024Expiry Date0.79Intrinsic Value100Multiplier22DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.7938Delta0.2516Gamma8.73Leverage Ratio-0.0082Theta0.0033Rho6.93Eff Leverage0.0058Vega