0.05Open0.10Pre Close22 Volume200 Open Interest29.00Strike Price78.00Turnover45.77%IV3.50%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1164Delta0.2257Gamma600.00Leverage Ratio-0.0469Theta-0.0001Rho-69.86Eff Leverage0.0037Vega