0.35Open0.36Pre Close1.47K Volume554 Open Interest52.00Strike Price79.59KTurnover34.22%IV1.03%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.4677Delta0.2998Gamma103.02Leverage Ratio-0.1494Theta-0.0013Rho-48.19Eff Leverage0.0154Vega