0.38Open0.40Pre Close2.02K Volume2.35K Open Interest43.00Strike Price78.45KTurnover23.52%IV0.86%PremiumNov 22, 2024Expiry Date0.05Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.4806Delta0.3623Gamma102.26Leverage Ratio-0.0516Theta-0.0023Rho-49.14Eff Leverage0.0187Vega