0.40Open0.53Pre Close2 Volume6 Open Interest2.50Strike Price77.00Turnover66.15%IV-1.43%PremiumJan 17, 2025Expiry Date0.40Intrinsic Value100Multiplier23DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8291Delta0.7472Gamma4.94Leverage Ratio-0.0017Theta-0.0010Rho-4.10Eff Leverage0.0014Vega