0.03Open0.05Pre Close22 Volume628 Open Interest23.50Strike Price77.00Turnover54.03%IV5.18%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1015Delta0.2107Gamma559.50Leverage Ratio-0.0346Theta0.0001Rho56.82Eff Leverage0.0028Vega