0.05Open0.45Pre Close6 Volume39 Open Interest192.50Strike Price79.00Turnover86.55%IV8.53%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.1057Delta0.0167Gamma329.39Leverage Ratio-0.4536Theta0.0009Rho34.81Eff Leverage0.0231Vega