38.50Open36.78Pre Close2 Volume74 Open Interest195.00Strike Price7.70KTurnover196.17%IV1.10%PremiumDec 20, 2024Expiry Date36.76Intrinsic Value100Multiplier1DDays to Expiry1.74Extrinsic Value100Contract SizeAmericanOptions Type-0.9704Delta0.0040Gamma4.27Leverage Ratio-0.1700Theta-0.0044Rho-4.14Eff Leverage0.0059Vega