0.06Open0.04Pre Close29 Volume336 Open Interest8.00Strike Price78.00Turnover81.37%IV12.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0441Delta0.1160Gamma609.33Leverage Ratio-0.0079Theta0.0000Rho-26.86Eff Leverage0.0009Vega