0.35Open0.35Pre Close1.56K Volume208 Open Interest160.00Strike Price79.06KTurnover60.62%IV11.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0527Delta0.0076Gamma556.89Leverage Ratio-0.1156Theta-0.0015Rho-29.35Eff Leverage0.0252Vega