0.14Open0.23Pre Close3.70K Volume11.17K Open Interest20.00Strike Price78.67KTurnover34.20%IV0.85%PremiumOct 18, 2024Expiry Date0.06Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.5390Delta0.7901Gamma86.70Leverage Ratio-0.0575Theta-0.0006Rho-46.73Eff Leverage0.0058Vega