0.04Open0.04Pre Close25 Volume412 Open Interest25.50Strike Price79.00Turnover176.96%IV31.26%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0130Delta0.0053Gamma1235.01Leverage Ratio-0.0225Theta0.0000Rho-16.03Eff Leverage0.0012Vega