0.05Open0.01Pre Close37 Volume758 Open Interest26.00Strike Price77.00Turnover247.20%IV14.68%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0190Delta0.0316Gamma2268.00Leverage Ratio-0.1241Theta0.0000Rho43.18Eff Leverage0.0003Vega