0.04Open0.02Pre Close20 Volume97 Open Interest31.50Strike Price80.00Turnover42.35%IV7.14%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0417Delta0.0613Gamma1355.20Leverage Ratio-0.0146Theta-0.0001Rho-56.47Eff Leverage0.0031Vega