0.07Open0.10Pre Close11 Volume133 Open Interest37.50Strike Price79.00Turnover96.87%IV5.29%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.1084Delta0.1098Gamma438.89Leverage Ratio-0.2169Theta-0.0001Rho-47.57Eff Leverage0.0033Vega