0.80Open1.08Pre Close726 Volume1.40K Open Interest47.50Strike Price77.98KTurnover332.14%IV0.09%PremiumJul 5, 2024Expiry Date0.98Intrinsic Value100Multiplier-1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7259Delta0.2121Gamma37.52Leverage Ratio-7.0413Theta0.0000Rho-27.23Eff Leverage0.0016Vega