0.05Open0.09Pre Close36 Volume393 Open Interest322.50Strike Price77.00Turnover1290.76%IV3.95%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0101Delta0.0046Gamma16787.50Leverage Ratio-105.4916Theta0.0000Rho-169.03Eff Leverage0.0001Vega