0.14Open0.15Pre Close5 Volume29 Open Interest32.50Strike Price77.00Turnover19.28%IV0.96%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.4284Delta0.6113Gamma161.80Leverage Ratio-0.0368Theta0.0014Rho69.31Eff Leverage0.0131Vega