0.49Open1.35Pre Close2 Volume28 Open Interest277.50Strike Price77.00Turnover39.91%IV0.72%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.2170Delta0.1330Gamma797.77Leverage Ratio-2.2767Theta-0.0002Rho-173.12Eff Leverage0.0163Vega