0.25Open0.20Pre Close3 Volume5 Open Interest91.50Strike Price78.00Turnover29.26%IV2.69%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.1754Delta0.1071Gamma357.52Leverage Ratio-0.1010Theta0.0013Rho62.72Eff Leverage0.0213Vega