0.03Open0.04Pre Close25.35K Volume9.59K Open Interest612.00Strike Price79.39KTurnover335.03%IV4.39%PremiumDec 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0035Delta0.0011Gamma58628.00Leverage Ratio-5.0877Theta0.0000Rho206.51Eff Leverage0.0003Vega