0.15Open0.16Pre Close4 Volume428 Open Interest7.00Strike Price78.00Turnover45.09%IV5.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4286Delta0.5848Gamma34.15Leverage Ratio-0.0080Theta0.0013Rho14.64Eff Leverage0.0058Vega