0.79Open0.95Pre Close1 Volume527 Open Interest5.50Strike Price79.00Turnover215.87%IV0.88%PremiumNov 8, 2024Expiry Date0.74Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8017Delta0.2699Gamma7.29Leverage Ratio-0.0704Theta0.0002Rho5.85Eff Leverage0.0013Vega