0.27Open0.32Pre Close3 Volume508 Open Interest5.00Strike Price76.00Turnover18.68%IV0.21%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier24DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8497Delta1.2702Gamma19.04Leverage Ratio-0.0008Theta-0.0015Rho-16.18Eff Leverage0.0027Vega