0.02Open0.03Pre Close51 Volume597 Open Interest54.00Strike Price77.00Turnover210.48%IV2.21%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0822Delta0.1881Gamma1762.00Leverage Ratio-3.1068Theta0.0000Rho144.77Eff Leverage0.0006Vega