0.06Open0.05Pre Close16 Volume667 Open Interest75.00Strike Price79.00Turnover48.06%IV4.84%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0287Delta0.0360Gamma3578.00Leverage Ratio-0.0200Theta0.0001Rho102.82Eff Leverage0.0025Vega