0.01Open0.05Pre Close77 Volume553 Open Interest35.00Strike Price77.00Turnover199.17%IV24.37%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0114Delta0.0113Gamma2815.00Leverage Ratio-0.0434Theta0.0000Rho32.00Eff Leverage0.0004Vega