0.02Open0.05Pre Close36 Volume696 Open Interest18.50Strike Price77.00Turnover109.47%IV22.15%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0637Delta0.0660Gamma303.40Leverage Ratio-0.0227Theta0.0001Rho19.33Eff Leverage0.0022Vega