0.20Open0.35Pre Close4 Volume217 Open Interest15.00Strike Price80.00Turnover57.62%IV15.91%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1332Delta0.0775Gamma88.00Leverage Ratio-0.0106Theta-0.0017Rho-11.72Eff Leverage0.0104Vega