0.10Open0.10Pre Close8 Volume592 Open Interest2.50Strike Price80.00Turnover158.21%IV28.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2572Delta0.5835Gamma27.00Leverage Ratio-0.0082Theta0.0001Rho6.94Eff Leverage0.0011Vega