2.25Open2.34Pre Close342 Volume2.81K Open Interest60.00Strike Price77.17KTurnover30.64%IV0.32%PremiumNov 29, 2024Expiry Date2.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.8684Delta0.1144Gamma28.84Leverage Ratio-0.0614Theta0.0050Rho25.04Eff Leverage0.0130Vega