0.09Open0.20Pre Close11 Volume288 Open Interest765.00Strike Price79.00Turnover38.19%IV8.61%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0103Delta0.0011Gamma8287.24Leverage Ratio-0.0718Theta0.0006Rho85.38Eff Leverage0.0176Vega