0.14Open0.15Pre Close7 Volume28 Open Interest5.00Strike Price79.00Turnover1343.19%IV0.20%PremiumDec 20, 2024Expiry Date0.09Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.7756Delta2.6074Gamma50.90Leverage Ratio-16.8504Theta0.0000Rho39.48Eff Leverage0.0000Vega