0.05Open0.04Pre Close32 Volume1.08K Open Interest18.00Strike Price77.00Turnover496.57%IV126.79%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0286Delta0.0211Gamma265.00Leverage Ratio-0.0275Theta0.0000Rho7.58Eff Leverage0.0004Vega