0.27Open0.10Pre Close3 Volume47 Open Interest50.00Strike Price80.00Turnover36.89%IV5.92%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1375Delta0.1002Gamma316.33Leverage Ratio-0.0422Theta0.0010Rho43.50Eff Leverage0.0131Vega