0.15Open0.20Pre Close6 Volume507 Open Interest31.00Strike Price80.00Turnover35.38%IV6.14%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.1394Delta0.1541Gamma293.30Leverage Ratio-0.0230Theta0.0008Rho40.88Eff Leverage0.0090Vega