0.10Open0.35Pre Close9 Volume17 Open Interest132.00Strike Price77.00Turnover26.75%IV1.05%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0992Delta0.1643Gamma2667.00Leverage Ratio-0.2798Theta-0.0001Rho-264.66Eff Leverage0.0069Vega