0.45Open0.57Pre Close1.05K Volume906 Open Interest11.50Strike Price77.61KTurnover197.24%IV4.26%PremiumJul 12, 2024Expiry Date0.25Intrinsic Value100Multiplier1DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.5910Delta0.2490Gamma15.67Leverage Ratio-0.2242Theta0.0003Rho9.26Eff Leverage0.0031Vega