0.05Open0.04Pre Close32 Volume446 Open Interest35.00Strike Price79.00Turnover27.67%IV4.74%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0594Delta0.1192Gamma1337.80Leverage Ratio-0.0126Theta0.0002Rho79.43Eff Leverage0.0042Vega