79.15Open80.71Pre Close1 Volume105 Open Interest120.00Strike Price7.92KTurnover300.45%IV-0.30%PremiumDec 20, 2024Expiry Date79.75Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9776Delta0.0010Gamma2.48Leverage Ratio-0.3852Theta0.0095Rho2.43Eff Leverage0.0097Vega