0.11Open0.10Pre Close7 Volume289 Open Interest90.00Strike Price77.00Turnover23.46%IV10.58%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0600Delta0.0241Gamma651.84Leverage Ratio-0.0125Theta0.0032Rho39.14Eff Leverage0.0251Vega