0.39Open1.05Pre Close2 Volume3 Open Interest33.00Strike Price78.00Turnover33.22%IV1.12%PremiumSep 20, 2024Expiry Date0.02Intrinsic Value100Multiplier3DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.4978Delta0.4133Gamma84.56Leverage Ratio-0.0731Theta-0.0012Rho-42.10Eff Leverage0.0116Vega