2.55Open2.55Pre Close202 Volume2.20K Open Interest62.50Strike Price77.29KTurnover40.19%IV0.00%PremiumDec 20, 2024Expiry Date4.30Intrinsic Value100Multiplier15DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7928Delta0.0623Gamma12.25Leverage Ratio-0.0405Theta-0.0160Rho-9.71Eff Leverage0.0336Vega