0.15Open0.41Pre Close6 Volume43 Open Interest120.00Strike Price80.00Turnover44.97%IV9.63%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0263Delta0.0120Gamma2190.00Leverage Ratio-0.0321Theta0.0003Rho57.52Eff Leverage0.0069Vega