0.79Open0.85Pre Close1 Volume28 Open Interest5.00Strike Price79.00Turnover108.33%IV5.18%PremiumDec 20, 2024Expiry Date0.56Intrinsic Value100Multiplier21DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.6439Delta0.3273Gamma5.55Leverage Ratio-0.0097Theta-0.0019Rho-3.57Eff Leverage0.0039Vega