0.38Open0.45Pre Close2 Volume151 Open Interest110.00Strike Price77.00Turnover44.36%IV18.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.0434Delta0.0057Gamma446.13Leverage Ratio-0.0265Theta-0.0040Rho-19.37Eff Leverage0.0335Vega