0.78Open1.31Pre Close1 Volume78 Open Interest32.00Strike Price78.00Turnover41.37%IV1.61%PremiumDec 20, 2024Expiry Date0.26Intrinsic Value100Multiplier5DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.5784Delta0.2391Gamma40.33Leverage Ratio-0.0633Theta0.0027Rho23.32Eff Leverage0.0155Vega