0.03Open0.05Pre Close27 Volume395 Open Interest109.00Strike Price79.00Turnover248.49%IV42.55%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0061Delta0.0016Gamma3824.00Leverage Ratio-0.0200Theta0.0000Rho23.47Eff Leverage0.0007Vega