0.77Open2.25Pre Close1 Volume35 Open Interest43.00Strike Price77.00Turnover35.50%IV5.43%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type-0.3122Delta0.0933Gamma57.62Leverage Ratio-0.0305Theta-0.0076Rho-17.99Eff Leverage0.0379Vega