0.10Open0.06Pre Close8 Volume1.57K Open Interest100.00Strike Price77.00Turnover22.70%IV8.53%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0540Delta0.0246Gamma922.30Leverage Ratio-0.0149Theta0.0022Rho49.77Eff Leverage0.0215Vega