0.25Open0.58Pre Close3 Volume23 Open Interest217.50Strike Price80.00Turnover37.85%IV4.37%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0726Delta0.0201Gamma1009.42Leverage Ratio-0.1689Theta-0.0010Rho-73.33Eff Leverage0.0251Vega