0.40Open0.27Pre Close2 Volume42 Open Interest40.00Strike Price80.00Turnover44.81%IV11.94%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2055Delta0.0693Gamma80.20Leverage Ratio-0.0257Theta0.0045Rho16.48Eff Leverage0.0261Vega