0.06Open0.03Pre Close21 Volume753 Open Interest19.16Strike Price79.00Turnover155.59%IV7.67%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0756Delta0.1235Gamma518.00Leverage Ratio-0.1710Theta0.0000Rho-39.17Eff Leverage0.0011Vega