0.40Open0.45Pre Close2 Volume214 Open Interest160.00Strike Price80.00Turnover156.76%IV110.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.0392Delta0.0029Gamma190.20Leverage Ratio-0.0555Theta0.0015Rho7.45Eff Leverage0.0156Vega