11.60Open3.77Pre Close56 Volume352 Open Interest105.00Strike Price79.45KTurnover4123.07%IV-0.10%PremiumDec 13, 2024Expiry Date15.47Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9503Delta0.0098Gamma8.02Leverage Ratio-318.3742Theta0.0000Rho7.62Eff Leverage0.0003Vega