0.05Open0.03Pre Close71 Volume820 Open Interest5.00Strike Price79.00Turnover6345.06%IV17.70%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0759Delta0.1717Gamma201.32Leverage Ratio-33.6689Theta0.0000Rho-15.29Eff Leverage0.0000Vega