0.05Open0.02Pre Close25 Volume664 Open Interest15.00Strike Price77.00Turnover507.21%IV32.66%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0437Delta0.0520Gamma377.67Leverage Ratio-0.2219Theta0.0000Rho16.49Eff Leverage0.0003Vega