0.07Open0.04Pre Close23 Volume177 Open Interest227.50Strike Price80.00Turnover67.36%IV5.07%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0150Delta0.0068Gamma7987.33Leverage Ratio-0.2177Theta0.0000Rho-119.69Eff Leverage0.0031Vega