0.23Open1.25Pre Close4 Volume150 Open Interest430.00Strike Price77.00Turnover51.25%IV29.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.0223Delta0.0013Gamma1023.15Leverage Ratio-0.0503Theta0.0041Rho22.77Eff Leverage0.0423Vega