6.65Open6.44Pre Close107 Volume778 Open Interest88.00Strike Price78.64KTurnover66.58%IV0.10%PremiumDec 6, 2024Expiry Date7.43Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9885Delta0.0087Gamma12.81Leverage Ratio-0.0242Theta0.0026Rho12.66Eff Leverage0.0016Vega