0.79Open0.42Pre Close1 Volume285 Open Interest19.50Strike Price79.00Turnover67.58%IV1.06%PremiumDec 6, 2024Expiry Date0.59Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.7209Delta0.3560Gamma25.38Leverage Ratio-0.0846Theta-0.0007Rho-18.30Eff Leverage0.0047Vega