0.53Open0.50Pre Close1.54K Volume7.30K Open Interest8.00Strike Price77.69KTurnover78.17%IV1.65%PremiumNov 29, 2024Expiry Date0.12Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6077Delta0.9739Gamma35.02Leverage Ratio-0.0615Theta-0.0002Rho-21.28Eff Leverage0.0019Vega