0.31Open0.41Pre Close2.50K Volume2.51K Open Interest35.00Strike Price77.53KTurnover120.68%IV43.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.0316Delta0.0035Gamma217.79Leverage Ratio-0.0255Theta-0.0015Rho-6.88Eff Leverage0.0118Vega