6.95Open9.65Pre Close124 Volume18 Open Interest59.00Strike Price79.37KTurnover80.35%IV1.32%PremiumAug 2, 2024Expiry Date5.40Intrinsic Value100Multiplier4DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.8426Delta0.0406Gamma10.82Leverage Ratio-0.1562Theta0.0063Rho9.12Eff Leverage0.0177Vega