0.10Open0.10Pre Close11 Volume442 Open Interest131.00Strike Price77.00Turnover49.07%IV10.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0203Delta0.0090Gamma1983.54Leverage Ratio-0.0307Theta0.0002Rho40.24Eff Leverage0.0054Vega