0.05Open0.05Pre Close15 Volume582 Open Interest7.00Strike Price75.00Turnover86.68%IV24.12%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1177Delta0.2126Gamma113.60Leverage Ratio-0.0070Theta0.0002Rho13.37Eff Leverage0.0021Vega