0.77Open0.97Pre Close1 Volume204 Open Interest14.00Strike Price77.00Turnover35.36%IV0.38%PremiumDec 20, 2024Expiry Date0.72Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7915Delta0.3590Gamma16.10Leverage Ratio-0.0095Theta-0.0027Rho-12.74Eff Leverage0.0067Vega