0.25Open0.30Pre Close3 Volume1.08K Open Interest9.00Strike Price79.00Turnover42.37%IV6.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.3930Delta0.4492Gamma38.67Leverage Ratio-0.0088Theta0.0017Rho15.19Eff Leverage0.0078Vega