0.05Open0.15Pre Close13 Volume15 Open Interest31.00Strike Price77.00Turnover39.51%IV5.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0947Delta0.1471Gamma588.40Leverage Ratio-0.0255Theta0.0003Rho55.71Eff Leverage0.0049Vega