0.45Open0.45Pre Close1.20K Volume5.46K Open Interest15.00Strike Price79.61KTurnover41.06%IV1.68%PremiumJan 17, 2025Expiry Date0.44Intrinsic Value100Multiplier12DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.6703Delta0.3110Gamma21.30Leverage Ratio-0.0186Theta0.0032Rho14.27Eff Leverage0.0103Vega