4.55Open2.95Pre Close179 Volume1.31K Open Interest87.50Strike Price79.15KTurnover36.64%IV0.75%PremiumDec 20, 2024Expiry Date3.60Intrinsic Value100Multiplier9DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.7510Delta0.0657Gamma19.83Leverage Ratio-0.0778Theta-0.0140Rho-14.89Eff Leverage0.0424Vega