0.11Open0.11Pre Close7 Volume928 Open Interest19.00Strike Price79.00Turnover18.15%IV2.74%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.3417Delta0.4669Gamma106.34Leverage Ratio-0.0082Theta0.0033Rho36.33Eff Leverage0.0159Vega