2.45Open3.23Pre Close309 Volume11 Open Interest23.00Strike Price77.25KTurnover45.61%IV2.24%PremiumDec 20, 2024Expiry Date1.95Intrinsic Value100Multiplier32DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.7581Delta0.0930Gamma9.78Leverage Ratio-0.0185Theta0.0142Rho7.42Eff Leverage0.0230Vega