0.77Open0.65Pre Close1 Volume118 Open Interest22.50Strike Price77.00Turnover39.55%IV0.59%PremiumDec 27, 2024Expiry Date0.64Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.9001Delta0.3740Gamma33.12Leverage Ratio-0.0200Theta-0.0005Rho-29.81Eff Leverage0.0021Vega