0.01Open0.03Pre Close66 Volume216 Open Interest98.00Strike Price78.00Turnover90.88%IV2.39%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0239Delta0.0504Gamma9571.84Leverage Ratio-0.4833Theta0.0000Rho228.90Eff Leverage0.0007Vega