0.77Open1.35Pre Close1 Volume99 Open Interest890.00Strike Price77.00Turnover166.73%IV31.10%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type-0.0130Delta0.0001Gamma1200.54Leverage Ratio-0.7250Theta-0.0018Rho-15.57Eff Leverage0.0450Vega