0.20Open0.25Pre Close4 Volume202 Open Interest21.00Strike Price79.00Turnover30.68%IV4.91%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3083Delta0.2436Gamma73.31Leverage Ratio-0.0136Theta0.0032Rho22.60Eff Leverage0.0166Vega