0.80Open1.30Pre Close1 Volume11 Open Interest5.00Strike Price80.00Turnover49.79%IV0.69%PremiumDec 20, 2024Expiry Date0.76Intrinsic Value100Multiplier18DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9086Delta0.2532Gamma7.20Leverage Ratio-0.0034Theta0.0023Rho6.54Eff Leverage0.0021Vega