0.42Open0.40Pre Close2 Volume34 Open Interest40.00Strike Price77.00Turnover38.75%IV9.77%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1967Delta0.0830Gamma105.03Leverage Ratio-0.0240Theta0.0038Rho20.66Eff Leverage0.0239Vega