0.16Open0.20Pre Close6 Volume245 Open Interest54.00Strike Price79.00Turnover55.94%IV5.27%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1063Delta0.0920Gamma514.00Leverage Ratio-0.0865Theta0.0003Rho54.64Eff Leverage0.0065Vega