0.40Open1.05Pre Close2 Volume94 Open Interest71.00Strike Price80.00Turnover97.88%IV23.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.0379Delta0.0059Gamma408.36Leverage Ratio-0.0613Theta-0.0008Rho-15.49Eff Leverage0.0118Vega