0.05Open0.20Pre Close14 Volume190 Open Interest20.00Strike Price79.00Turnover36.55%IV5.35%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1612Delta0.2713Gamma254.00Leverage Ratio-0.0183Theta0.0005Rho40.95Eff Leverage0.0060Vega