0.05Open0.05Pre Close15 Volume391 Open Interest17.50Strike Price75.00Turnover91.59%IV16.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0778Delta0.0982Gamma302.40Leverage Ratio-0.0238Theta0.0001Rho23.52Eff Leverage0.0024Vega