0.03Open0.05Pre Close26 Volume132 Open Interest36.00Strike Price78.00Turnover269.23%IV56.79%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0187Delta0.0097Gamma766.00Leverage Ratio-0.0285Theta0.0000Rho14.34Eff Leverage0.0008Vega