0.15Open0.15Pre Close5 Volume12 Open Interest124.00Strike Price80.00Turnover30.43%IV2.38%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1424Delta0.0828Gamma634.10Leverage Ratio-0.1556Theta-0.0009Rho-90.32Eff Leverage0.0201Vega