0.22Open1.30Pre Close3 Volume103 Open Interest25.00Strike Price79.00Turnover89.80%IV1.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.4814Delta0.2595Gamma41.70Leverage Ratio-0.2171Theta-0.0006Rho-20.07Eff Leverage0.0068Vega