0.65Open0.86Pre Close1.32K Volume20.80K Open Interest13.00Strike Price78.78KTurnover47.06%IV4.62%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier23DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.4712Delta0.2606Gamma21.65Leverage Ratio-0.0127Theta-0.0037Rho-10.20Eff Leverage0.0130Vega