7.70Open5.23Pre Close103 Volume136 Open Interest89.00Strike Price79.75KTurnover3922.27%IV-0.28%PremiumNov 29, 2024Expiry Date8.05Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8922Delta0.0264Gamma11.55Leverage Ratio-518.1807Theta0.0000Rho10.31Eff Leverage0.0003Vega