0.41Open0.50Pre Close2 Volume66 Open Interest17.50Strike Price79.00Turnover40.10%IV7.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.2763Delta0.1614Gamma49.41Leverage Ratio-0.0117Theta-0.0038Rho-13.65Eff Leverage0.0173Vega