0.77Open0.85Pre Close1 Volume46 Open Interest37.50Strike Price77.00Turnover40.40%IV5.51%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.3518Delta0.1352Gamma58.03Leverage Ratio-0.0420Theta0.0043Rho20.42Eff Leverage0.0252Vega