0.09Open0.04Pre Close9 Volume673 Open Interest14.00Strike Price79.00Turnover88.50%IV40.56%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0818Delta0.0690Gamma133.47Leverage Ratio-0.0075Theta0.0005Rho10.92Eff Leverage0.0037Vega