0.04Open0.05Pre Close19 Volume231 Open Interest143.00Strike Price79.00Turnover38.03%IV7.32%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0233Delta0.0119Gamma3332.00Leverage Ratio-0.0308Theta0.0003Rho77.58Eff Leverage0.0067Vega