0.77Open0.97Pre Close1 Volume204 Open Interest14.00Strike Price77.00Turnover37.13%IV0.02%PremiumDec 20, 2024Expiry Date0.77Intrinsic Value100Multiplier11DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7979Delta0.3389Gamma15.57Leverage Ratio-0.0098Theta-0.0027Rho-12.42Eff Leverage0.0065Vega