0.05Open0.05Pre Close19 Volume550 Open Interest7.50Strike Price79.00Turnover157.05%IV19.27%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1229Delta0.2334Gamma126.60Leverage Ratio-0.0294Theta0.0001Rho15.56Eff Leverage0.0011Vega