0.77Open2.05Pre Close1 Volume236 Open Interest145.00Strike Price77.00Turnover38.70%IV18.23%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.0637Delta0.0103Gamma379.35Leverage Ratio-0.0327Theta0.0049Rho24.17Eff Leverage0.0393Vega