0.03Open0.05Pre Close38 Volume532 Open Interest47.50Strike Price79.00Turnover46.40%IV2.60%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0644Delta0.1756Gamma2316.25Leverage Ratio-0.1079Theta0.0000Rho149.18Eff Leverage0.0019Vega