0.07Open0.05Pre Close9 Volume259 Open Interest35.50Strike Price78.00Turnover43.84%IV2.50%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.3164Delta0.2644Gamma128.93Leverage Ratio-0.0921Theta0.0008Rho40.79Eff Leverage0.0109Vega