0.05Open0.01Pre Close16 Volume28 Open Interest135.00Strike Price80.00Turnover182.77%IV19.85%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0156Delta0.0042Gamma2253.60Leverage Ratio-0.2216Theta0.0000Rho35.07Eff Leverage0.0020Vega