0.25Open0.20Pre Close3 Volume5 Open Interest91.50Strike Price78.00Turnover30.27%IV2.89%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.1711Delta0.1021Gamma356.80Leverage Ratio-0.1024Theta0.0013Rho61.05Eff Leverage0.0209Vega