0.15Open0.70Pre Close6 Volume8 Open Interest76.00Strike Price77.00Turnover351.10%IV20.70%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0116Delta0.0059Gamma3149.00Leverage Ratio-0.3543Theta0.0000Rho36.61Eff Leverage0.0004Vega