0.14Open0.41Pre Close10 Volume187 Open Interest41.50Strike Price77.00Turnover20.25%IV2.23%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1578Delta0.2823Gamma541.93Leverage Ratio-0.0265Theta0.0007Rho85.50Eff Leverage0.0102Vega