10.70Open9.25Pre Close60 Volume75 Open Interest79.00Strike Price80.54KTurnover164.95%IV0.25%PremiumJul 12, 2024Expiry Date16.40Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9200Delta0.0110Gamma5.63Leverage Ratio-0.3445Theta0.0052Rho5.18Eff Leverage0.0122Vega