10.00Open3.30Pre Close70 Volume886 Open Interest130.00Strike Price79.61KTurnover47.23%IV5.48%PremiumAug 16, 2024Expiry Date4.76Intrinsic Value100Multiplier22DDays to Expiry7.39Extrinsic Value100Contract SizeAmericanOptions Type0.6535Delta0.0236Gamma14.89Leverage Ratio-0.1435Theta0.0478Rho9.73Eff Leverage0.1223Vega