0.20Open0.17Pre Close4 Volume27 Open Interest11.00Strike Price80.00Turnover18.65%IV0.63%PremiumJan 17, 2025Expiry Date0.13Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.7262Delta1.4412Gamma63.60Leverage Ratio-0.0098Theta0.0010Rho46.19Eff Leverage0.0041Vega