0.80Open0.85Pre Close1 Volume656 Open Interest7.00Strike Price80.00Turnover64.06%IV0.96%PremiumJan 17, 2025Expiry Date0.74Intrinsic Value100Multiplier12DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8182Delta0.3735Gamma7.83Leverage Ratio-0.0075Theta-0.0015Rho-6.40Eff Leverage0.0030Vega