0.40Open1.05Pre Close2 Volume94 Open Interest71.00Strike Price80.00Turnover105.57%IV23.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.0380Delta0.0059Gamma408.36Leverage Ratio-0.0707Theta-0.0007Rho-15.50Eff Leverage0.0109Vega