0.39Open0.52Pre Close2 Volume4 Open Interest5.00Strike Price78.00Turnover74.27%IV0.65%PremiumDec 27, 2024Expiry Date0.36Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8261Delta0.7309Gamma11.90Leverage Ratio-0.0113Theta-0.0004Rho-9.83Eff Leverage0.0012Vega