0.78Open1.59Pre Close1 Volume2 Open Interest43.50Strike Price78.00Turnover30.00%IV0.07%PremiumOct 4, 2024Expiry Date0.75Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.7915Delta0.2994Gamma50.57Leverage Ratio-0.0794Theta0.0018Rho40.03Eff Leverage0.0092Vega