5.03Open5.50Pre Close67 Volume103 Open Interest265.00Strike Price80.30KTurnover331.86%IV0.05%PremiumJul 12, 2024Expiry Date9.62Intrinsic Value100Multiplier-2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.8587Delta0.0242Gamma26.66Leverage Ratio-27.4404Theta0.0002Rho22.89Eff Leverage0.0063Vega