0.20Open0.20Pre Close4 Volume156 Open Interest9.00Strike Price80.00Turnover37.85%IV5.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3999Delta0.4634Gamma38.76Leverage Ratio-0.0074Theta0.0021Rho15.50Eff Leverage0.0085Vega