0.77Open0.65Pre Close1 Volume1.62K Open Interest4.50Strike Price77.00Turnover102.18%IV1.44%PremiumJan 17, 2025Expiry Date0.70Intrinsic Value100Multiplier15DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.7906Delta0.2663Gamma6.11Leverage Ratio-0.0108Theta0.0013Rho4.83Eff Leverage0.0030Vega