0.09Open0.07Pre Close9 Volume350 Open Interest1030.00Strike Price77.00Turnover50.76%IV12.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0067Delta0.0004Gamma10212.56Leverage Ratio-0.0796Theta0.0005Rho68.51Eff Leverage0.0155Vega