0.45Open0.45Pre Close2.23K Volume3.21K Open Interest5.00Strike Price79.48KTurnover209.02%IV4.81%PremiumSep 6, 2024Expiry Date0.20Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6255Delta0.4359Gamma11.56Leverage Ratio-0.0801Theta0.0002Rho7.23Eff Leverage0.0016Vega