0.14Open0.23Pre Close3.70K Volume11.17K Open Interest20.00Strike Price78.67KTurnover35.70%IV0.85%PremiumOct 18, 2024Expiry Date0.06Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.5393Delta0.7907Gamma86.70Leverage Ratio-0.0641Theta-0.0005Rho-46.76Eff Leverage0.0056Vega