0.26Open0.17Pre Close2 Volume36 Open Interest130.00Strike Price77.00Turnover50.50%IV21.40%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.0843Delta0.0111Gamma210.78Leverage Ratio-0.0455Theta0.0056Rho17.76Eff Leverage0.0426Vega