0.37Open0.24Pre Close2 Volume4 Open Interest14.00Strike Price74.00Turnover51.39%IV2.20%PremiumAug 2, 2024Expiry Date0.06Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.5284Delta0.4914Gamma39.61Leverage Ratio-0.0381Theta0.0009Rho20.93Eff Leverage0.0063Vega