0.25Open1.15Pre Close3 Volume58 Open Interest11.50Strike Price75.00Turnover31.05%IV0.35%PremiumAug 9, 2024Expiry Date0.01Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.5313Delta3.5172Gamma229.80Leverage Ratio-0.0621Theta-0.0001Rho-122.10Eff Leverage0.0014Vega