0.25Open0.20Pre Close3 Volume5 Open Interest91.50Strike Price78.00Turnover28.87%IV2.46%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.2236Delta0.1268Gamma298.60Leverage Ratio-0.1216Theta0.0016Rho66.76Eff Leverage0.0244Vega