0.04Open0.05Pre Close17 Volume244 Open Interest13.50Strike Price79.00Turnover120.79%IV19.28%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0594Delta0.0964Gamma377.83Leverage Ratio-0.0206Theta0.0001Rho22.43Eff Leverage0.0012Vega