0.03Open0.02Pre Close42 Volume214 Open Interest48.00Strike Price77.00Turnover29.58%IV6.36%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0205Delta0.0370Gamma4514.00Leverage Ratio-0.0070Theta0.0001Rho92.62Eff Leverage0.0022Vega