0.04Open0.20Pre Close20 Volume48 Open Interest29.50Strike Price80.00Turnover132.43%IV4.46%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0934Delta0.1841Gamma770.88Leverage Ratio-0.4074Theta0.0000Rho-71.98Eff Leverage0.0011Vega