0.05Open0.06Pre Close16 Volume359 Open Interest12.50Strike Price80.00Turnover221.73%IV49.76%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0624Delta0.0608Gamma167.60Leverage Ratio-0.0255Theta0.0001Rho10.46Eff Leverage0.0011Vega