0.40Open0.45Pre Close2 Volume5 Open Interest21.00Strike Price75.00Turnover26.97%IV4.20%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3990Delta0.2632Gamma51.23Leverage Ratio-0.0122Theta0.0055Rho20.44Eff Leverage0.0210Vega