0.25Open0.20Pre Close3 Volume24 Open Interest19.00Strike Price80.00Turnover89.97%IV28.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1892Delta0.0781Gamma46.37Leverage Ratio-0.0200Theta0.0017Rho8.78Eff Leverage0.0104Vega