26.00Open21.81Pre Close29 Volume64 Open Interest130.00Strike Price71.99KTurnover84.81%IV0.05%PremiumJul 26, 2024Expiry Date25.87Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9834Delta0.0030Gamma5.99Leverage Ratio-0.0746Theta0.0135Rho5.89Eff Leverage0.0066Vega