0.36Open0.17Pre Close2 Volume25 Open Interest95.00Strike Price76.00Turnover44.31%IV11.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1017Delta0.0255Gamma262.22Leverage Ratio-0.0500Theta0.0028Rho26.67Eff Leverage0.0279Vega