0.65Open0.86Pre Close1.32K Volume20.80K Open Interest13.00Strike Price78.78KTurnover48.60%IV4.62%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier21DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.4717Delta0.2609Gamma21.65Leverage Ratio-0.0136Theta-0.0035Rho-10.21Eff Leverage0.0125Vega