0.79Open0.95Pre Close1 Volume34 Open Interest330.00Strike Price79.00Turnover34.56%IV7.75%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type0.1240Delta0.0111Gamma279.09Leverage Ratio-0.1740Theta0.0111Rho34.59Eff Leverage0.1087Vega