0.40Open0.50Pre Close2 Volume213 Open Interest2.50Strike Price80.00Turnover131.19%IV2.10%PremiumJul 19, 2024Expiry Date0.36Intrinsic Value100Multiplier17DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6492Delta0.6045Gamma4.52Leverage Ratio-0.0064Theta-0.0008Rho-2.93Eff Leverage0.0017Vega