0.32Open0.26Pre Close1.95K Volume2.65K Open Interest3.50Strike Price78.66KTurnover127.01%IV1.32%PremiumDec 27, 2024Expiry Date0.48Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9489Delta0.3977Gamma6.16Leverage Ratio-0.0048Theta-0.0001Rho-5.85Eff Leverage0.0002Vega