0.05Open0.05Pre Close21 Volume4.08K Open Interest149.00Strike Price77.00Turnover105.82%IV19.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0107Delta0.0029Gamma3561.51Leverage Ratio-0.0339Theta0.0001Rho38.21Eff Leverage0.0026Vega