0.25Open0.30Pre Close4 Volume260 Open Interest2.50Strike Price78.00Turnover81.75%IV5.33%PremiumJul 19, 2024Expiry Date0.06Intrinsic Value100Multiplier7DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.5525Delta1.3414Gamma16.27Leverage Ratio-0.0073Theta-0.0003Rho-8.99Eff Leverage0.0014Vega