0.27Open0.38Pre Close5 Volume141 Open Interest497.50Strike Price77.00Turnover208.22%IV38.92%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0090Delta0.0005Gamma2558.43Leverage Ratio-0.1399Theta0.0001Rho23.03Eff Leverage0.0056Vega