0.51Open0.43Pre Close2.04K Volume2.87K Open Interest12.00Strike Price79.42KTurnover78.50%IV1.94%PremiumDec 6, 2024Expiry Date0.12Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.5448Delta0.4993Gamma31.26Leverage Ratio-0.0655Theta-0.0005Rho-17.03Eff Leverage0.0040Vega