0.95Open1.05Pre Close768 Volume831 Open Interest97.50Strike Price80.59KTurnover40.32%IV3.23%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type-0.3243Delta0.0682Gamma86.67Leverage Ratio-0.1524Theta-0.0054Rho-28.11Eff Leverage0.0470Vega