36.19Open38.65Pre Close22 Volume139 Open Interest660.00Strike Price73.79KTurnover46.47%IV0.06%PremiumAug 2, 2024Expiry Date35.09Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.9103Delta0.0071Gamma17.37Leverage Ratio-0.6157Theta-0.0298Rho-15.81Eff Leverage0.0825Vega