32.40Open34.00Pre Close23 Volume114 Open Interest687.50Strike Price79.78KTurnover60.02%IV0.37%PremiumDec 6, 2024Expiry Date32.42Intrinsic Value100Multiplier2DDays to Expiry2.68Extrinsic Value100Contract SizeAmericanOptions Type0.8671Delta0.0070Gamma20.78Leverage Ratio-1.7196Theta0.0294Rho18.02Eff Leverage0.1092Vega