0.40Open0.30Pre Close2 Volume590 Open Interest2.50Strike Price80.00Turnover118.76%IV4.32%PremiumDec 20, 2024Expiry Date0.28Intrinsic Value100Multiplier19DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7037Delta0.4578Gamma6.18Leverage Ratio-0.0071Theta0.0008Rho4.35Eff Leverage0.0022Vega