0.80Open0.55Pre Close1 Volume6 Open Interest10.50Strike Price80.00Turnover255.63%IV3.20%PremiumJul 26, 2024Expiry Date0.45Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.6532Delta0.2645Gamma13.69Leverage Ratio-0.2915Theta0.0002Rho8.94Eff Leverage0.0020Vega