18.92Open19.32Pre Close49 Volume18 Open Interest526.00Strike Price77.14KTurnover32.59%IV0.57%PremiumJul 30, 2024Expiry Date12.61Intrinsic Value100Multiplier0DDays to Expiry3.05Extrinsic Value100Contract SizeAmericanOptions Type0.9874Delta0.0050Gamma42.13Leverage Ratio-0.2673Theta0.0069Rho41.60Eff Leverage0.0064Vega