0.10Open0.01Pre Close15 Volume56 Open Interest6.00Strike Price77.00Turnover84.10%IV18.74%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0796Delta0.2554Gamma253.50Leverage Ratio-0.0061Theta0.0001Rho20.19Eff Leverage0.0010Vega