0.10Open0.08Pre Close8 Volume138 Open Interest517.50Strike Price77.00Turnover57.66%IV13.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0078Delta0.0009Gamma4563.70Leverage Ratio-0.0521Theta0.0003Rho35.43Eff Leverage0.0088Vega