0.06Open0.07Pre Close12 Volume281 Open Interest42.00Strike Price75.00Turnover17.03%IV1.55%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.2220Delta0.3838Gamma425.60Leverage Ratio-0.0272Theta-0.0010Rho-94.47Eff Leverage0.0135Vega