0.05Open0.11Pre Close16 Volume111 Open Interest92.00Strike Price80.00Turnover42.47%IV5.25%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0469Delta0.0376Gamma1749.20Leverage Ratio-0.0469Theta0.0002Rho82.01Eff Leverage0.0060Vega