0.16Open0.35Pre Close5 Volume187 Open Interest87.50Strike Price79.00Turnover43.36%IV7.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0733Delta0.0266Gamma540.63Leverage Ratio-0.0576Theta-0.0011Rho-39.63Eff Leverage0.0168Vega