0.80Open1.20Pre Close1 Volume17 Open Interest5.00Strike Price80.00Turnover110.28%IV1.22%PremiumJan 17, 2025Expiry Date0.73Intrinsic Value100Multiplier6DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8509Delta0.2869Gamma7.16Leverage Ratio-0.0162Theta0.0007Rho6.09Eff Leverage0.0017Vega