2.91Open3.17Pre Close248 Volume334 Open Interest86.00Strike Price79.36KTurnover61.60%IV1.54%PremiumNov 22, 2024Expiry Date1.89Intrinsic Value100Multiplier4DDays to Expiry1.30Extrinsic Value100Contract SizeAmericanOptions Type-0.5978Delta0.0699Gamma26.29Leverage Ratio-0.2686Theta-0.0056Rho-15.71Eff Leverage0.0348Vega