0.06Open0.05Pre Close11 Volume2.36K Open Interest120.00Strike Price79.00Turnover32.94%IV10.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0244Delta0.0103Gamma2164.60Leverage Ratio-0.0166Theta0.0006Rho52.78Eff Leverage0.0096Vega