0.06Open0.03Pre Close21 Volume753 Open Interest19.16Strike Price79.00Turnover102.19%IV7.67%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0756Delta0.1234Gamma518.00Leverage Ratio-0.0400Theta0.0000Rho-39.15Eff Leverage0.0016Vega