0.13Open0.15Pre Close6 Volume224 Open Interest5.00Strike Price78.00Turnover45.04%IV1.81%PremiumDec 20, 2024Expiry Date0.04Intrinsic Value100Multiplier5DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5457Delta1.5089Gamma39.68Leverage Ratio-0.0105Theta-0.0004Rho-21.65Eff Leverage0.0023Vega