0.05Open0.10Pre Close19 Volume760 Open Interest2.50Strike Price77.00Turnover231.93%IV39.44%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0668Delta0.3514Gamma180.00Leverage Ratio-0.0070Theta0.0000Rho12.03Eff Leverage0.0002Vega