24.80Open26.70Pre Close30 Volume107 Open Interest540.00Strike Price75.97KTurnover37.90%IV0.33%PremiumSep 20, 2024Expiry Date24.51Intrinsic Value100Multiplier2DDays to Expiry1.86Extrinsic Value100Contract SizeAmericanOptions Type0.9567Delta0.0062Gamma22.67Leverage Ratio-0.3220Theta0.0247Rho21.69Eff Leverage0.0360Vega