0.25Open0.29Pre Close4 Volume54 Open Interest11.00Strike Price78.00Turnover71.13%IV3.70%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3980Delta0.4565Gamma56.08Leverage Ratio-0.0416Theta-0.0005Rho-22.32Eff Leverage0.0046Vega