0.05Open0.05Pre Close15 Volume65 Open Interest27.50Strike Price75.00Turnover23.79%IV1.47%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2106Delta0.6837Gamma543.00Leverage Ratio-0.0400Theta0.0002Rho114.38Eff Leverage0.0051Vega