38.62Open40.80Pre Close19 Volume263 Open Interest680.00Strike Price77.86KTurnover37.10%IV0.22%PremiumDec 6, 2024Expiry Date39.92Intrinsic Value100Multiplier2DDays to Expiry1.58Extrinsic Value100Contract SizeAmericanOptions Type0.9869Delta0.0018Gamma17.93Leverage Ratio-0.1656Theta0.0327Rho17.70Eff Leverage0.0170Vega