0.10Open0.35Pre Close9 Volume17 Open Interest132.00Strike Price77.00Turnover23.85%IV1.05%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0992Delta0.1641Gamma2667.00Leverage Ratio-0.2220Theta-0.0001Rho-264.51Eff Leverage0.0078Vega