0.05Open0.10Pre Close15 Volume24 Open Interest165.00Strike Price77.00Turnover45.17%IV20.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0073Delta0.0010Gamma4162.80Leverage Ratio-0.0110Theta-0.0006Rho-30.21Eff Leverage0.0091Vega