0.05Open0.01Pre Close18 Volume138 Open Interest405.00Strike Price79.00Turnover55.48%IV11.00%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0062Delta0.0011Gamma10425.71Leverage Ratio-0.0294Theta0.0001Rho64.46Eff Leverage0.0048Vega