0.37Open0.43Pre Close1.34K Volume881 Open Interest497.50Strike Price79.49KTurnover40.13%IV6.12%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.0610Delta0.0056Gamma912.62Leverage Ratio-0.3049Theta-0.0032Rho-55.63Eff Leverage0.0651Vega