0.79Open0.28Pre Close1 Volume12 Open Interest50.50Strike Price79.00Turnover58.73%IV2.34%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type-0.4237Delta0.1583Gamma64.43Leverage Ratio-0.2149Theta-0.0015Rho-27.30Eff Leverage0.0165Vega