0.07Open0.48Pre Close34 Volume392 Open Interest36.50Strike Price77.00Turnover85.33%IV2.26%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0481Delta0.2011Gamma3733.50Leverage Ratio-0.2661Theta0.0000Rho-179.76Eff Leverage0.0006Vega