0.17Open0.41Pre Close8 Volume16 Open Interest91.00Strike Price79.00Turnover21.14%IV1.57%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0837Delta0.1477Gamma2310.25Leverage Ratio-0.0400Theta-0.0002Rho-193.26Eff Leverage0.0076Vega