0.06Open0.08Pre Close18 Volume741 Open Interest133.00Strike Price77.00Turnover32.53%IV4.27%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0383Delta0.0281Gamma2835.33Leverage Ratio-0.0423Theta0.0002Rho108.52Eff Leverage0.0076Vega