0.10Open0.09Pre Close9 Volume107 Open Interest74.00Strike Price77.00Turnover29.11%IV3.12%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0941Delta0.0933Gamma953.63Leverage Ratio-0.0554Theta-0.0004Rho-89.76Eff Leverage0.0104Vega