0.80Open0.85Pre Close1 Volume656 Open Interest7.00Strike Price80.00Turnover59.35%IV0.96%PremiumJan 17, 2025Expiry Date0.74Intrinsic Value100Multiplier14DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8165Delta0.3752Gamma7.83Leverage Ratio-0.0064Theta-0.0018Rho-6.39Eff Leverage0.0032Vega