0.12Open0.06Pre Close7 Volume91 Open Interest70.00Strike Price77.00Turnover33.25%IV12.58%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0385Delta0.0133Gamma799.60Leverage Ratio-0.0122Theta-0.0015Rho-30.77Eff Leverage0.0157Vega