0.77Open0.62Pre Close1 Volume44 Open Interest47.50Strike Price77.00Turnover40.44%IV6.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type-0.2633Delta0.0686Gamma62.64Leverage Ratio-0.0373Theta-0.0070Rho-16.50Eff Leverage0.0385Vega