0.40Open0.40Pre Close2.57K Volume2.32K Open Interest1.50Strike Price77.99KTurnover106.14%IV5.26%PremiumDec 20, 2024Expiry Date0.21Intrinsic Value100Multiplier32DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7215Delta0.6276Gamma5.26Leverage Ratio-0.0030Theta0.0008Rho3.80Eff Leverage0.0017Vega