0.05Open0.05Pre Close15 Volume336 Open Interest8.00Strike Price75.00Turnover66.29%IV8.20%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1740Delta0.4643Gamma148.80Leverage Ratio-0.0156Theta0.0002Rho25.89Eff Leverage0.0021Vega