0.13Open0.10Pre Close7 Volume861 Open Interest120.00Strike Price77.00Turnover20.75%IV10.43%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0424Delta0.0153Gamma1087.30Leverage Ratio-0.0110Theta0.0031Rho46.12Eff Leverage0.0257Vega