0.05Open0.04Pre Close8.37K Volume4.05K Open Interest8.00Strike Price77.75KTurnover83.99%IV7.72%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.2516Delta0.4834Gamma79.05Leverage Ratio-0.0274Theta0.0002Rho19.89Eff Leverage0.0025Vega