0.37Open0.38Pre Close1.17K Volume1.11K Open Interest59.00Strike Price78.33KTurnover1049.58%IV0.31%PremiumNov 15, 2024Expiry Date0.98Intrinsic Value100Multiplier0DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.8278Delta0.2597Gamma57.45Leverage Ratio-132.2564Theta0.0000Rho-47.55Eff Leverage0.0002Vega