0.40Open0.35Pre Close2 Volume25 Open Interest175.00Strike Price80.00Turnover9.02%IV2.39%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2081Delta0.0740Gamma380.67Leverage Ratio-0.0284Theta0.0221Rho79.21Eff Leverage0.1226Vega