0.07Open0.04Pre Close7 Volume372 Open Interest115.00Strike Price79.00Turnover94.08%IV8.92%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0421Delta0.0131Gamma1051.08Leverage Ratio-0.1200Theta-0.0002Rho-44.24Eff Leverage0.0066Vega