0.64Open1.06Pre Close1.48K Volume3.77K Open Interest45.00Strike Price77.72KTurnover39.75%IV1.37%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.4413Delta0.2850Gamma97.14Leverage Ratio-0.1418Theta-0.0011Rho-42.87Eff Leverage0.0138Vega