0.05Open0.05Pre Close15 Volume65 Open Interest27.50Strike Price75.00Turnover20.96%IV1.47%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2111Delta0.6864Gamma543.00Leverage Ratio-0.0317Theta0.0003Rho114.62Eff Leverage0.0058Vega