0.64Open0.99Pre Close898 Volume388 Open Interest24.00Strike Price77.16KTurnover54.06%IV0.73%PremiumDec 6, 2024Expiry Date0.67Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.7374Delta0.2908Gamma28.69Leverage Ratio-0.0777Theta0.0012Rho21.15Eff Leverage0.0068Vega