0.10Open0.11Pre Close8 Volume1.01K Open Interest99.00Strike Price80.00Turnover50.43%IV10.36%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0523Delta0.0209Gamma898.00Leverage Ratio-0.0533Theta0.0006Rho46.96Eff Leverage0.0108Vega