0.09Open0.01Pre Close10 Volume50.26K Open Interest28.50Strike Price79.00Turnover68.26%IV7.62%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0603Delta0.1018Gamma883.67Leverage Ratio-0.0292Theta0.0001Rho53.27Eff Leverage0.0021Vega