0.14Open0.23Pre Close3.70K Volume11.17K Open Interest20.00Strike Price78.67KTurnover36.27%IV0.85%PremiumOct 18, 2024Expiry Date0.06Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.5394Delta0.7909Gamma86.70Leverage Ratio-0.0668Theta-0.0005Rho-46.77Eff Leverage0.0055Vega