0.55Open0.70Pre Close964 Volume2.22K Open Interest6.00Strike Price77.44KTurnover170.57%IV15.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.5390Delta0.2196Gamma8.73Leverage Ratio-0.0313Theta0.0008Rho4.70Eff Leverage0.0042Vega