0.18Open0.05Pre Close19 Volume175 Open Interest6.00Strike Price79.00Turnover67.61%IV3.80%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.1389Delta1.5430Gamma579.00Leverage Ratio-0.0328Theta0.0000Rho80.42Eff Leverage0.0005Vega