0.79Open0.95Pre Close1 Volume40 Open Interest48.00Strike Price79.00Turnover59.34%IV1.46%PremiumSep 20, 2024Expiry Date0.09Intrinsic Value100Multiplier1DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.5292Delta0.2145Gamma60.87Leverage Ratio-0.3036Theta0.0010Rho32.21Eff Leverage0.0124Vega