0.04Open0.07Pre Close13 Volume158 Open Interest895.00Strike Price79.00Turnover67.86%IV9.68%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0172Delta0.0009Gamma3248.92Leverage Ratio-0.2947Theta-0.0008Rho-55.92Eff Leverage0.0304Vega