0.10Open0.15Pre Close7 Volume103 Open Interest14.00Strike Price80.00Turnover55.60%IV6.19%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2442Delta0.3514Gamma106.60Leverage Ratio-0.0274Theta0.0005Rho26.04Eff Leverage0.0050Vega