0.77Open0.85Pre Close1 Volume46 Open Interest37.50Strike Price77.00Turnover39.86%IV5.51%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.3519Delta0.1353Gamma58.03Leverage Ratio-0.0409Theta0.0044Rho20.42Eff Leverage0.0255Vega