12.37Open13.75Pre Close69 Volume7.45K Open Interest55.00Strike Price80.86KTurnover50.36%IV-0.48%PremiumDec 20, 2024Expiry Date11.82Intrinsic Value100Multiplier16DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9727Delta0.0090Gamma5.57Leverage Ratio-0.0197Theta0.0231Rho5.42Eff Leverage0.0088Vega