0.38Open1.15Pre Close3.10K Volume3.13K Open Interest22.50Strike Price76.79KTurnover520.43%IV0.18%PremiumJul 5, 2024Expiry Date0.21Intrinsic Value100Multiplier-1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.5616Delta0.3416Gamma38.77Leverage Ratio-6.4546Theta0.0000Rho-21.77Eff Leverage0.0009Vega