2.40Open2.51Pre Close335 Volume3.91K Open Interest8.50Strike Price79.98KTurnover333.98%IV0.73%PremiumJan 17, 2025Expiry Date3.12Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9424Delta0.0567Gamma3.63Leverage Ratio-0.0549Theta0.0002Rho3.42Eff Leverage0.0007Vega