0.75Open0.60Pre Close1.20K Volume2.51K Open Interest19.00Strike Price77.58KTurnover81.34%IV3.10%PremiumNov 22, 2024Expiry Date0.01Intrinsic Value100Multiplier3DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.5203Delta0.2687Gamma31.68Leverage Ratio-0.0969Theta0.0009Rho16.48Eff Leverage0.0073Vega