11.27Open13.50Pre Close65 Volume35 Open Interest120.00Strike Price79.67KTurnover50.94%IV1.00%PremiumNov 15, 2024Expiry Date11.41Intrinsic Value100Multiplier20DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7788Delta0.0235Gamma8.52Leverage Ratio-0.0868Theta-0.0416Rho-6.63Eff Leverage0.0754Vega