0.24Open0.21Pre Close4 Volume139 Open Interest21.00Strike Price79.00Turnover172.19%IV22.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1075Delta0.0301Gamma77.40Leverage Ratio-0.0882Theta-0.0005Rho-8.32Eff Leverage0.0066Vega