0.80Open0.95Pre Close1 Volume193 Open Interest7.50Strike Price80.00Turnover66.42%IV7.79%PremiumDec 20, 2024Expiry Date0.20Intrinsic Value100Multiplier21DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.6027Delta0.3138Gamma12.83Leverage Ratio-0.0119Theta0.0023Rho7.73Eff Leverage0.0071Vega