0.20Open0.10Pre Close4 Volume231 Open Interest12.50Strike Price80.00Turnover32.33%IV11.31%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1563Delta0.2516Gamma152.13Leverage Ratio-0.0049Theta0.0011Rho23.77Eff Leverage0.0071Vega