24.00Open16.50Pre Close40 Volume150 Open Interest780.00Strike Price78.81KTurnover50.30%IV1.21%PremiumSep 27, 2024Expiry Date11.06Intrinsic Value100Multiplier2DDays to Expiry9.59Extrinsic Value100Contract SizeAmericanOptions Type0.6436Delta0.0114Gamma40.72Leverage Ratio-2.8021Theta0.0333Rho26.21Eff Leverage0.2431Vega