0.02Open0.02Pre Close39 Volume825 Open Interest84.00Strike Price79.00Turnover87.65%IV13.78%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0112Delta0.0046Gamma3896.00Leverage Ratio-0.0240Theta-0.0001Rho-43.53Eff Leverage0.0021Vega