0.20Open0.25Pre Close5 Volume23 Open Interest792.50Strike Price78.00Turnover75.85%IV12.73%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0214Delta0.0008Gamma1798.12Leverage Ratio-0.3909Theta-0.0015Rho-38.47Eff Leverage0.0421Vega