0.16Open0.13Pre Close5 Volume632 Open Interest41.50Strike Price80.00Turnover22.69%IV1.31%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.2947Delta0.3709Gamma232.72Leverage Ratio-0.0472Theta-0.0011Rho-68.59Eff Leverage0.0141Vega