0.78Open1.70Pre Close947 Volume741 Open Interest26.50Strike Price77.63KTurnover331.14%IV1.00%PremiumJul 26, 2024Expiry Date1.62Intrinsic Value100Multiplier1DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6630Delta0.0722Gamma9.78Leverage Ratio-1.1856Theta0.0005Rho6.48Eff Leverage0.0056Vega