0.55Open1.28Pre Close106 Volume53 Open Interest817.50Strike Price77.88KTurnover92.10%IV2.51%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry8.00Extrinsic Value100Contract SizeAmericanOptions Type-0.3376Delta0.0112Gamma111.45Leverage Ratio-9.1504Theta-0.0051Rho-37.63Eff Leverage0.1292Vega