0.05Open0.05Pre Close13 Volume306 Open Interest20.00Strike Price77.00Turnover25.01%IV3.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1657Delta0.2975Gamma276.80Leverage Ratio-0.0106Theta-0.0008Rho-45.85Eff Leverage0.0083Vega