0.05Open0.10Pre Close19 Volume760 Open Interest2.50Strike Price77.00Turnover228.04%IV36.78%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0670Delta0.3537Gamma183.50Leverage Ratio-0.0069Theta0.0000Rho12.30Eff Leverage0.0002Vega