0.15Open0.11Pre Close3.02K Volume741 Open Interest31.50Strike Price75.19KTurnover32.13%IV0.41%PremiumDec 13, 2024Expiry Date0.05Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.5535Delta0.9694Gamma166.05Leverage Ratio-0.1421Theta0.0003Rho91.92Eff Leverage0.0050Vega