0.65Open0.70Pre Close1.59K Volume2.72K Open Interest8.50Strike Price79.09KTurnover263.51%IV11.57%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.3957Delta0.2600Gamma21.20Leverage Ratio-0.1817Theta0.0001Rho8.39Eff Leverage0.0022Vega