0.25Open0.20Pre Close3 Volume5 Open Interest91.50Strike Price78.00Turnover28.56%IV2.46%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.2254Delta0.1287Gamma298.60Leverage Ratio-0.1211Theta0.0017Rho67.31Eff Leverage0.0245Vega