8.50Open8.30Pre Close99 Volume1.26K Open Interest105.00Strike Price76.57KTurnover49.38%IV2.35%PremiumAug 16, 2024Expiry Date6.28Intrinsic Value100Multiplier22DDays to Expiry2.32Extrinsic Value100Contract SizeAmericanOptions Type-0.6645Delta0.0307Gamma11.61Leverage Ratio-0.0902Theta-0.0371Rho-7.72Eff Leverage0.0889Vega