65.49Open56.60Pre Close11 Volume115 Open Interest760.00Strike Price77.73KTurnover73.11%IV0.73%PremiumDec 6, 2024Expiry Date69.84Intrinsic Value100Multiplier2DDays to Expiry6.03Extrinsic Value100Contract SizeAmericanOptions Type0.9609Delta0.0020Gamma11.74Leverage Ratio-0.7317Theta0.0351Rho11.28Eff Leverage0.0488Vega