0.53Open0.56Pre Close921 Volume1.63K Open Interest63.00Strike Price79.49KTurnover51.28%IV1.81%PremiumJul 12, 2024Expiry Date0.11Intrinsic Value100Multiplier3DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type0.5279Delta0.1338Gamma50.29Leverage Ratio-0.2154Theta0.0027Rho26.55Eff Leverage0.0231Vega