77.20Open77.20Pre Close0 Volume47 Open Interest195.00Strike Price0.00Turnover61.48%IV24.59%PremiumJan 17, 2025Expiry Date23.47Intrinsic Value100Multiplier6DDays to Expiry53.73Extrinsic Value100Contract SizeAmericanOptions Type0.9347Delta0.0075Gamma9.07Leverage Ratio-0.1961Theta0.0287Rho8.47Eff Leverage0.0351Vega