2.02Open1.95Pre Close355 Volume5.37K Open Interest7.00Strike Price79.28KTurnover176.85%IV9.75%PremiumDec 20, 2024Expiry Date1.87Intrinsic Value100Multiplier23DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.6910Delta0.1570Gamma2.12Leverage Ratio-0.0167Theta-0.0031Rho-1.46Eff Leverage0.0045Vega