77.99Open76.61Pre Close10 Volume22 Open Interest110.00Strike Price79.10KTurnover8440.95%IV0.28%PremiumOct 11, 2024Expiry Date78.82Intrinsic Value100Multiplier0DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.9964Delta0.0003Gamma2.40Leverage Ratio-82.5363Theta0.0000Rho2.39Eff Leverage0.0001Vega