0.77Open0.65Pre Close1 Volume1.43K Open Interest6.00Strike Price77.00Turnover64.55%IV2.97%PremiumJan 17, 2025Expiry Date0.61Intrinsic Value100Multiplier25DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.7061Delta0.3851Gamma7.19Leverage Ratio-0.0059Theta-0.0025Rho-5.07Eff Leverage0.0048Vega