0.18Open0.13Pre Close5 Volume142 Open Interest95.00Strike Price78.00Turnover18.29%IV5.71%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0846Delta0.0351Gamma574.80Leverage Ratio-0.0152Theta-0.0044Rho-48.64Eff Leverage0.0374Vega