0.05Open0.10Pre Close15 Volume65 Open Interest545.00Strike Price79.00Turnover35.06%IV3.67%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0207Delta0.0054Gamma7510.71Leverage Ratio-0.2329Theta0.0003Rho155.75Eff Leverage0.0131Vega