0.01Open0.03Pre Close35 Volume259 Open Interest29.50Strike Price77.00Turnover53.94%IV6.61%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0551Delta0.1025Gamma1107.20Leverage Ratio-0.0224Theta0.0001Rho60.95Eff Leverage0.0022Vega