0.79Open0.70Pre Close1 Volume1.79K Open Interest4.00Strike Price79.00Turnover144.93%IV2.43%PremiumJan 17, 2025Expiry Date0.71Intrinsic Value100Multiplier5DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8482Delta0.4108Gamma4.39Leverage Ratio-0.0122Theta-0.0004Rho-3.72Eff Leverage0.0009Vega