0.03Open0.04Pre Close26 Volume55.31K Open Interest193.00Strike Price78.00Turnover58.07%IV12.26%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0063Delta0.0015Gamma6283.71Leverage Ratio-0.0209Theta-0.0001Rho-39.51Eff Leverage0.0037Vega