12.37Open13.75Pre Close69 Volume7.45K Open Interest55.00Strike Price80.86KTurnover50.26%IV-0.48%PremiumDec 20, 2024Expiry Date11.82Intrinsic Value100Multiplier16DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9728Delta0.0089Gamma5.57Leverage Ratio-0.0196Theta0.0232Rho5.42Eff Leverage0.0088Vega