0.05Open0.86Pre Close7 Volume4 Open Interest12.50Strike Price80.00Turnover61.81%IV13.04%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3363Delta0.1993Gamma30.67Leverage Ratio-0.0144Theta0.0023Rho10.31Eff Leverage0.0108Vega