0.03Open0.03Pre Close21 Volume2.20K Open Interest154.00Strike Price76.00Turnover90.48%IV6.95%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0153Delta0.0071Gamma5515.67Leverage Ratio-0.1961Theta0.0000Rho-84.35Eff Leverage0.0023Vega