0.75Open2.15Pre Close1 Volume6 Open Interest23.00Strike Price75.00Turnover30.27%IV0.22%PremiumJul 12, 2024Expiry Date0.70Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8009Delta0.3856Gamma29.73Leverage Ratio-0.0216Theta-0.0018Rho-23.81Eff Leverage0.0068Vega