0.09Open0.25Pre Close6 Volume121 Open Interest66.00Strike Price79.00Turnover20.05%IV1.79%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.2456Delta0.2268Gamma325.03Leverage Ratio-0.0560Theta0.0018Rho79.81Eff Leverage0.0218Vega