4.15Open3.11Pre Close160 Volume929 Open Interest202.50Strike Price79.74KTurnover53.12%IV1.55%PremiumJul 26, 2024Expiry Date3.38Intrinsic Value100Multiplier4DDays to Expiry3.20Extrinsic Value100Contract SizeAmericanOptions Type0.6286Delta0.0320Gamma31.08Leverage Ratio-0.5747Theta0.0143Rho19.53Eff Leverage0.0840Vega