0.12Open0.24Pre Close3.85K Volume10.18K Open Interest9.00Strike Price79.35KTurnover52.83%IV1.33%PremiumOct 11, 2024Expiry Date0.05Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.5408Delta1.0932Gamma50.28Leverage Ratio-0.0400Theta0.0003Rho27.19Eff Leverage0.0027Vega