0.77Open0.63Pre Close1 Volume40 Open Interest4.00Strike Price77.00Turnover139.77%IV0.62%PremiumJan 17, 2025Expiry Date0.75Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9016Delta0.3549Gamma4.22Leverage Ratio-0.0089Theta-0.0004Rho-3.80Eff Leverage0.0006Vega