0.77Open1.45Pre Close1 Volume34 Open Interest910.00Strike Price77.00Turnover59.00%IV5.23%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type-0.0516Delta0.0032Gamma1279.20Leverage Ratio-0.7246Theta-0.0016Rho-66.04Eff Leverage0.0592Vega