0.77Open0.77Pre Close1 Volume0 Open Interest90.00Strike Price77.00Turnover20.74%IV2.80%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.3940Delta0.0851Gamma58.86Leverage Ratio-0.0436Theta0.0204Rho23.19Eff Leverage0.0839Vega