0.05Open0.90Pre Close15 Volume105 Open Interest17.50Strike Price75.00Turnover75.87%IV8.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2018Delta0.2036Gamma108.20Leverage Ratio-0.0430Theta0.0004Rho21.83Eff Leverage0.0051Vega