0.06Open0.01Pre Close42 Volume24 Open Interest23.50Strike Price77.00Turnover78.05%IV16.07%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0494Delta0.0582Gamma1350.33Leverage Ratio-0.0177Theta0.0001Rho66.70Eff Leverage0.0023Vega