0.77Open0.74Pre Close1 Volume606 Open Interest7.50Strike Price77.00Turnover131.07%IV1.75%PremiumSep 27, 2024Expiry Date0.65Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.7455Delta0.3754Gamma8.90Leverage Ratio-0.0421Theta-0.0005Rho-6.63Eff Leverage0.0021Vega