0.44Open0.35Pre Close2 Volume3 Open Interest2.50Strike Price79.00Turnover6524.76%IV3.59%PremiumJan 17, 2025Expiry Date0.27Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7579Delta0.8626Gamma6.37Leverage Ratio-24.5365Theta0.0000Rho-4.83Eff Leverage0.0000Vega