0.05Open0.03Pre Close23 Volume3.63K Open Interest85.00Strike Price79.00Turnover84.27%IV14.09%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0159Delta0.0088Gamma2980.80Leverage Ratio-0.0244Theta0.0001Rho47.35Eff Leverage0.0021Vega