0.55Open0.50Pre Close994 Volume917 Open Interest13.50Strike Price79.95KTurnover151.35%IV6.44%PremiumDec 6, 2024Expiry Date0.01Intrinsic Value100Multiplier4DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.5360Delta0.1775Gamma15.01Leverage Ratio-0.1090Theta0.0008Rho8.05Eff Leverage0.0059Vega