0.04Open0.08Pre Close20 Volume523 Open Interest24.00Strike Price79.00Turnover50.24%IV6.22%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0633Delta0.1157Gamma852.00Leverage Ratio-0.0217Theta-0.0001Rho-53.91Eff Leverage0.0027Vega