0.11Open0.10Pre Close7 Volume142 Open Interest130.00Strike Price77.00Turnover43.24%IV25.37%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0441Delta0.0072Gamma461.24Leverage Ratio-0.0199Theta0.0037Rho20.36Eff Leverage0.0281Vega