0.02Open0.04Pre Close31 Volume78 Open Interest86.00Strike Price79.00Turnover38.85%IV9.32%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0174Delta0.0134Gamma2623.23Leverage Ratio-0.0134Theta0.0001Rho45.73Eff Leverage0.0036Vega