0.70Open0.77Pre Close833 Volume2.78K Open Interest22.00Strike Price77.30KTurnover238.32%IV13.03%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type-0.2856Delta0.0693Gamma24.79Leverage Ratio-0.3415Theta-0.0006Rho-7.08Eff Leverage0.0070Vega