38.62Open40.80Pre Close19 Volume263 Open Interest680.00Strike Price77.86KTurnover37.72%IV0.22%PremiumDec 6, 2024Expiry Date39.92Intrinsic Value100Multiplier2DDays to Expiry1.58Extrinsic Value100Contract SizeAmericanOptions Type0.9865Delta0.0018Gamma17.93Leverage Ratio-0.1690Theta0.0319Rho17.69Eff Leverage0.0172Vega