0.05Open0.05Pre Close19 Volume318 Open Interest11.00Strike Price78.00Turnover183.38%IV25.91%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0606Delta0.0992Gamma292.00Leverage Ratio-0.0261Theta0.0000Rho17.69Eff Leverage0.0008Vega