3.60Open3.30Pre Close211 Volume1.01K Open Interest8.50Strike Price79.97KTurnover312.21%IV1.41%PremiumJul 12, 2024Expiry Date3.58Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.9786Delta0.0233Gamma3.36Leverage Ratio-0.0197Theta0.0003Rho3.28Eff Leverage0.0004Vega