0.01Open0.01Pre Close79 Volume162 Open Interest29.50Strike Price79.00Turnover46.30%IV7.62%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0261Delta0.0595Gamma2742.00Leverage Ratio-0.0088Theta0.0000Rho71.69Eff Leverage0.0013Vega