0.15Open0.10Pre Close4 Volume532 Open Interest34.00Strike Price75.00Turnover16.58%IV1.30%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3217Delta0.7450Gamma337.60Leverage Ratio-0.0360Theta0.0008Rho108.61Eff Leverage0.0104Vega