0.04Open0.04Pre Close27 Volume346 Open Interest73.00Strike Price77.00Turnover94.92%IV8.79%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0118Delta0.0125Gamma6711.00Leverage Ratio-0.0622Theta0.0000Rho79.51Eff Leverage0.0008Vega