0.05Open0.15Pre Close13 Volume15 Open Interest31.00Strike Price77.00Turnover38.30%IV5.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0947Delta0.1472Gamma588.40Leverage Ratio-0.0241Theta0.0003Rho55.72Eff Leverage0.0050Vega