0.80Open0.86Pre Close1 Volume54 Open Interest13.80Strike Price80.00Turnover36.55%IV0.99%PremiumAug 16, 2024Expiry Date0.67Intrinsic Value100Multiplier9DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.7845Delta0.3817Gamma17.51Leverage Ratio-0.0105Theta-0.0023Rho-13.73Eff Leverage0.0063Vega