0.15Open0.46Pre Close5 Volume24 Open Interest52.50Strike Price75.00Turnover46.72%IV9.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0847Delta0.0413Gamma383.87Leverage Ratio-0.0388Theta-0.0009Rho-32.52Eff Leverage0.0125Vega