6.35Open5.14Pre Close136 Volume142 Open Interest170.00Strike Price79.59KTurnover1056.81%IV0.06%PremiumOct 11, 2024Expiry Date5.77Intrinsic Value100Multiplier-2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9708Delta0.0216Gamma30.57Leverage Ratio-95.2158Theta0.0000Rho29.68Eff Leverage0.0002Vega