0.01Open0.03Pre Close80 Volume100 Open Interest139.00Strike Price80.00Turnover38.90%IV9.89%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0065Delta0.0038Gamma12650.00Leverage Ratio-0.0081Theta0.0001Rho81.80Eff Leverage0.0023Vega