0.34Open0.50Pre Close2 Volume5 Open Interest1.00Strike Price79.00Turnover271.84%IV8.21%PremiumJan 17, 2025Expiry Date0.34Intrinsic Value100Multiplier14DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7943Delta0.4024Gamma2.98Leverage Ratio-0.0075Theta0.0002Rho2.36Eff Leverage0.0007Vega