4.89Open3.22Pre Close160 Volume579 Open Interest252.50Strike Price79.66KTurnover37.35%IV1.08%PremiumDec 20, 2024Expiry Date3.37Intrinsic Value100Multiplier3DDays to Expiry2.68Extrinsic Value100Contract SizeAmericanOptions Type-0.5788Delta0.0449Gamma45.92Leverage Ratio-0.5676Theta-0.0119Rho-26.58Eff Leverage0.0915Vega