0.35Open0.52Pre Close1.70K Volume1.60K Open Interest40.00Strike Price77.21KTurnover23.50%IV0.62%PremiumAug 30, 2024Expiry Date0.30Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6056Delta0.3880Gamma72.19Leverage Ratio-0.0456Theta-0.0024Rho-43.71Eff Leverage0.0163Vega