0.39Open0.45Pre Close2 Volume357 Open Interest33.00Strike Price79.00Turnover19.57%IV2.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.4273Delta0.2667Gamma72.49Leverage Ratio-0.0167Theta0.0072Rho30.98Eff Leverage0.0295Vega