0.17Open0.06Pre Close4 Volume54 Open Interest35.00Strike Price75.00Turnover14.24%IV2.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3360Delta0.3549Gamma172.05Leverage Ratio-0.0132Theta0.0050Rho57.81Eff Leverage0.0263Vega