0.16Open0.13Pre Close5 Volume632 Open Interest41.50Strike Price80.00Turnover21.95%IV1.38%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.2829Delta0.3763Gamma239.54Leverage Ratio-0.0446Theta-0.0011Rho-67.77Eff Leverage0.0139Vega