0.04Open0.06Pre Close8 Volume1.27K Open Interest21.00Strike Price79.00Turnover70.20%IV16.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1069Delta0.0903Gamma181.20Leverage Ratio-0.0198Theta0.0005Rho19.37Eff Leverage0.0054Vega