9.20Open17.61Pre Close140 Volume195 Open Interest180.00Strike Price77.51KTurnover67.78%IV1.27%PremiumJan 17, 2025Expiry Date2.75Intrinsic Value100Multiplier2DDays to Expiry2.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6669Delta0.0396Gamma32.37Leverage Ratio-0.8376Theta-0.0068Rho-21.59Eff Leverage0.0493Vega