0.10Open0.05Pre Close9 Volume111 Open Interest35.00Strike Price80.00Turnover21.71%IV5.15%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1423Delta0.1607Gamma333.80Leverage Ratio-0.0120Theta0.0017Rho47.49Eff Leverage0.0145Vega