0.25Open1.15Pre Close3 Volume58 Open Interest11.50Strike Price75.00Turnover35.80%IV0.35%PremiumAug 9, 2024Expiry Date0.01Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.5318Delta3.5220Gamma229.80Leverage Ratio-0.0830Theta0.0000Rho-122.22Eff Leverage0.0013Vega