0.06Open0.17Pre Close29 Volume312 Open Interest33.50Strike Price79.00Turnover22.99%IV2.62%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0781Delta0.2555Gamma1633.25Leverage Ratio-0.0162Theta0.0001Rho127.60Eff Leverage0.0036Vega