0.40Open0.35Pre Close3 Volume53 Open Interest15.00Strike Price75.00Turnover10.40%IV0.53%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier23DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.6639Delta0.9245Gamma60.48Leverage Ratio-0.0043Theta0.0062Rho40.15Eff Leverage0.0138Vega