0.05Open0.09Pre Close15 Volume380 Open Interest6.50Strike Price79.00Turnover106.89%IV10.60%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1334Delta0.3024Gamma144.30Leverage Ratio-0.0240Theta-0.0001Rho-19.25Eff Leverage0.0014Vega