0.01Open0.03Pre Close65 Volume216 Open Interest98.00Strike Price77.00Turnover71.92%IV2.15%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0252Delta0.0560Gamma9595.00Leverage Ratio-0.3388Theta0.0000Rho242.20Eff Leverage0.0009Vega