0.05Open0.90Pre Close15 Volume105 Open Interest17.50Strike Price75.00Turnover68.64%IV8.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2019Delta0.2038Gamma108.20Leverage Ratio-0.0353Theta0.0005Rho21.85Eff Leverage0.0057Vega