5.50Open5.55Pre Close165 Volume2.64K Open Interest100.00Strike Price79.50KTurnover66.42%IV8.00%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry5.90Extrinsic Value100Contract SizeAmericanOptions Type-0.4087Delta0.0211Gamma16.91Leverage Ratio-0.1290Theta-0.0317Rho-6.91Eff Leverage0.1080Vega