0.01Open0.03Pre Close66 Volume216 Open Interest98.00Strike Price78.00Turnover89.72%IV2.41%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0239Delta0.0504Gamma9570.60Leverage Ratio-0.4710Theta0.0000Rho228.87Eff Leverage0.0007Vega