77.70Open80.06Pre Close10 Volume0 Open Interest390.00Strike Price77.24KTurnover6736.12%IV-0.90%PremiumDec 13, 2024Expiry Date79.42Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9783Delta0.0015Gamma3.91Leverage Ratio-834.3220Theta0.0000Rho-3.83Eff Leverage0.0003Vega