0.03Open0.03Pre Close24 Volume0 Open Interest78.00Strike Price72.00Turnover5.88%IV0.01%PremiumJul 12, 2024Expiry Date0.02Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.6622Delta7.8374Gamma2599.33Leverage Ratio-0.2238Theta0.0000Rho-1721.36Eff Leverage0.0029Vega