0.11Open0.10Pre Close6 Volume67 Open Interest21.00Strike Price77.00Turnover98.05%IV18.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1856Delta0.0388Gamma32.10Leverage Ratio-0.0332Theta-0.0039Rho-5.96Eff Leverage0.0188Vega