79.90Open83.90Pre Close10 Volume0 Open Interest340.00Strike Price79.90KTurnover4375.11%IV0.51%PremiumDec 20, 2024Expiry Date77.78Intrinsic Value100Multiplier-2DDays to Expiry2.12Extrinsic Value100Contract SizeAmericanOptions Type0.9820Delta0.0011Gamma5.23Leverage Ratio-447.1436Theta0.0000Rho5.13Eff Leverage0.0004Vega