0.04Open0.06Pre Close26 Volume1.16K Open Interest23.00Strike Price79.00Turnover39.95%IV5.31%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0692Delta0.2009Gamma1093.00Leverage Ratio-0.0167Theta0.0001Rho75.65Eff Leverage0.0022Vega