0.06Open0.03Pre Close14 Volume1.48K Open Interest105.00Strike Price77.00Turnover33.42%IV13.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0390Delta0.0129Gamma922.30Leverage Ratio-0.0165Theta0.0016Rho35.93Eff Leverage0.0165Vega