0.01Open0.01Pre Close45 Volume206 Open Interest66.00Strike Price76.00Turnover88.02%IV8.74%PremiumNov 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0101Delta0.0094Gamma7231.00Leverage Ratio-0.0464Theta0.0000Rho-73.28Eff Leverage0.0009Vega