0.38Open0.35Pre Close2 Volume5 Open Interest29.50Strike Price77.00Turnover598.82%IV1.19%PremiumDec 13, 2024Expiry Date0.04Intrinsic Value100Multiplier-1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5109Delta0.4306Gamma75.54Leverage Ratio-18.8395Theta0.0000Rho-38.59Eff Leverage0.0006Vega