0.20Open0.20Pre Close4 Volume156 Open Interest9.00Strike Price80.00Turnover38.25%IV5.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3997Delta0.4631Gamma38.76Leverage Ratio-0.0075Theta0.0020Rho15.49Eff Leverage0.0084Vega