0.40Open0.90Pre Close2 Volume431 Open Interest12.00Strike Price80.00Turnover100.34%IV21.41%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1730Delta0.0673Gamma36.90Leverage Ratio-0.0200Theta-0.0018Rho-6.38Eff Leverage0.0097Vega