0.40Open1.45Pre Close2 Volume22 Open Interest39.00Strike Price80.00Turnover42.03%IV4.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2927Delta0.1640Gamma100.67Leverage Ratio-0.0593Theta0.0019Rho29.46Eff Leverage0.0171Vega