0.25Open0.35Pre Close3 Volume256 Open Interest105.00Strike Price78.00Turnover34.46%IV11.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.0630Delta0.0127Gamma430.47Leverage Ratio-0.0278Theta-0.0039Rho-27.12Eff Leverage0.0349Vega