79.95Open85.00Pre Close10 Volume1.98K Open Interest51.00Strike Price79.95KTurnover904.26%IV0.21%PremiumDec 20, 2024Expiry Date79.68Intrinsic Value100Multiplier0DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.9974Delta0.0002Gamma1.64Leverage Ratio-0.2912Theta0.0008Rho1.63Eff Leverage0.0004Vega