0.03Open0.04Pre Close25 Volume190 Open Interest5.50Strike Price78.00Turnover127.21%IV19.18%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1086Delta0.3076Gamma154.67Leverage Ratio-0.0139Theta0.0000Rho16.79Eff Leverage0.0009Vega