0.10Open0.17Pre Close7 Volume97 Open Interest227.50Strike Price77.00Turnover57.81%IV6.10%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0314Delta0.0107Gamma2681.25Leverage Ratio-0.0800Theta0.0002Rho84.23Eff Leverage0.0081Vega