0.15Open0.10Pre Close5 Volume205 Open Interest75.00Strike Price75.00Turnover10.21%IV3.38%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1514Delta0.1214Gamma484.60Leverage Ratio-0.0106Theta0.0074Rho73.35Eff Leverage0.0442Vega