0.12Open0.10Pre Close6 Volume138 Open Interest9.00Strike Price75.00Turnover57.17%IV10.71%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2696Delta0.3427Gamma55.10Leverage Ratio-0.0109Theta0.0009Rho14.86Eff Leverage0.0056Vega