0.15Open0.04Pre Close8 Volume232 Open Interest77.00Strike Price77.00Turnover33.08%IV4.63%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0397Delta0.0395Gamma1793.33Leverage Ratio-0.0285Theta-0.0002Rho-71.12Eff Leverage0.0056Vega