0.07Open0.48Pre Close34 Volume392 Open Interest36.50Strike Price77.00Turnover160.03%IV2.05%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0513Delta0.2274Gamma3725.50Leverage Ratio-1.0579Theta0.0000Rho-191.05Eff Leverage0.0003Vega