0.20Open0.25Pre Close4 Volume202 Open Interest21.00Strike Price79.00Turnover30.18%IV4.91%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3085Delta0.2439Gamma73.31Leverage Ratio-0.0132Theta0.0033Rho22.62Eff Leverage0.0168Vega