0.10Open0.10Pre Close8 Volume1.20K Open Interest35.00Strike Price80.00Turnover22.42%IV7.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1155Delta0.1071Gamma326.00Leverage Ratio-0.0082Theta0.0023Rho37.64Eff Leverage0.0158Vega