0.77Open1.45Pre Close1 Volume34 Open Interest910.00Strike Price77.00Turnover58.43%IV5.37%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type-0.0521Delta0.0033Gamma1281.05Leverage Ratio-0.7246Theta-0.0016Rho-66.77Eff Leverage0.0595Vega