0.40Open0.25Pre Close2 Volume534 Open Interest72.50Strike Price75.00Turnover40.36%IV9.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1319Delta0.0458Gamma222.70Leverage Ratio-0.0462Theta0.0025Rho29.38Eff Leverage0.0247Vega