0.26Open0.45Pre Close2.23K Volume2.69K Open Interest25.00Strike Price76.80KTurnover48.73%IV2.47%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.3852Delta0.3734Gamma91.37Leverage Ratio-0.0826Theta0.0007Rho35.20Eff Leverage0.0080Vega