0.02Open0.03Pre Close37 Volume409 Open Interest97.00Strike Price78.00Turnover46.15%IV6.92%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0227Delta0.0180Gamma3630.00Leverage Ratio-0.0241Theta0.0001Rho82.37Eff Leverage0.0035Vega