0.02Open0.02Pre Close39 Volume825 Open Interest84.00Strike Price79.00Turnover86.03%IV13.76%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0114Delta0.0048Gamma3895.06Leverage Ratio-0.0240Theta-0.0001Rho-44.49Eff Leverage0.0022Vega