0.01Open0.03Pre Close80 Volume593 Open Interest115.00Strike Price80.00Turnover100.47%IV19.06%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0029Delta0.0008Gamma14207.00Leverage Ratio-0.0098Theta0.0000Rho-41.62Eff Leverage0.0010Vega