0.15Open0.83Pre Close10.25K Volume3.47K Open Interest452.00Strike Price79.45KTurnover138.04%IV2.37%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0068Delta0.0042Gamma46297.00Leverage Ratio-2.0609Theta0.0000Rho-314.50Eff Leverage0.0006Vega