0.02Open0.05Pre Close16 Volume543 Open Interest5.00Strike Price77.00Turnover241.60%IV42.25%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1211Delta0.2158Gamma71.00Leverage Ratio-0.0207Theta0.0000Rho8.60Eff Leverage0.0008Vega