6.35Open5.14Pre Close136 Volume142 Open Interest170.00Strike Price79.59KTurnover947.17%IV0.06%PremiumOct 11, 2024Expiry Date5.77Intrinsic Value100Multiplier-2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9474Delta0.0300Gamma30.57Leverage Ratio-108.9715Theta0.0000Rho28.96Eff Leverage0.0004Vega