80.76Open80.76Pre Close0 Volume1 Open Interest110.00Strike Price0.00Turnover152.56%IV0.16%PremiumJan 17, 2025Expiry Date80.45Intrinsic Value100Multiplier12DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.9819Delta0.0008Gamma2.35Leverage Ratio-0.1029Theta0.0361Rho2.31Eff Leverage0.0156Vega