0.05Open0.06Pre Close15 Volume1.91K Open Interest25.00Strike Price77.00Turnover153.98%IV107.88%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0450Delta0.0204Gamma160.67Leverage Ratio-0.0094Theta0.0003Rho7.23Eff Leverage0.0029Vega