0.03Open0.03Pre Close28 Volume655 Open Interest92.00Strike Price77.00Turnover188.48%IV7.89%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0307Delta0.0204Gamma2132.75Leverage Ratio-0.6730Theta0.0000Rho65.41Eff Leverage0.0013Vega