0.16Open0.14Pre Close5.55K Volume4.27K Open Interest11.00Strike Price76.79KTurnover31.57%IV1.45%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4772Delta1.0427Gamma75.93Leverage Ratio-0.0177Theta-0.0006Rho-36.24Eff Leverage0.0048Vega