0.06Open0.08Pre Close18 Volume741 Open Interest133.00Strike Price77.00Turnover34.09%IV4.27%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0383Delta0.0281Gamma2835.33Leverage Ratio-0.0435Theta0.0002Rho108.48Eff Leverage0.0072Vega