3.90Open3.80Pre Close267 Volume18.29K Open Interest20.00Strike Price78.61KTurnover86.70%IV2.36%PremiumJan 17, 2025Expiry Date2.44Intrinsic Value100Multiplier10DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.8053Delta0.0830Gamma7.87Leverage Ratio-0.0453Theta0.0044Rho6.34Eff Leverage0.0105Vega