0.12Open0.13Pre Close7 Volume80 Open Interest67.00Strike Price79.00Turnover43.55%IV5.74%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0815Delta0.0495Gamma591.33Leverage Ratio-0.0591Theta-0.0005Rho-48.22Eff Leverage0.0105Vega