0.47Open0.50Pre Close2 Volume90 Open Interest11.50Strike Price77.00Turnover92.63%IV2.35%PremiumDec 20, 2024Expiry Date0.03Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.4894Delta0.4062Gamma28.68Leverage Ratio-0.0683Theta-0.0005Rho-14.03Eff Leverage0.0042Vega