0.72Open1.21Pre Close1 Volume13 Open Interest25.50Strike Price72.00Turnover28.08%IV0.20%PremiumNov 29, 2024Expiry Date0.67Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8266Delta0.3810Gamma34.25Leverage Ratio-0.0226Theta-0.0016Rho-28.31Eff Leverage0.0063Vega