0.05Open0.10Pre Close21 Volume87 Open Interest167.50Strike Price78.00Turnover149.83%IV7.49%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0123Delta0.0067Gamma7792.00Leverage Ratio-0.4539Theta0.0000Rho95.78Eff Leverage0.0010Vega