0.10Open0.12Pre Close8 Volume211 Open Interest97.00Strike Price77.00Turnover70.03%IV12.94%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0256Delta0.0074Gamma1391.25Leverage Ratio-0.0502Theta-0.0003Rho-35.66Eff Leverage0.0068Vega