0.15Open0.26Pre Close3.32K Volume7.78K Open Interest43.50Strike Price78.22KTurnover25.55%IV0.62%PremiumDec 6, 2024Expiry Date0.02Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.5272Delta0.4371Gamma111.59Leverage Ratio-0.0864Theta0.0015Rho58.83Eff Leverage0.0142Vega