0.40Open3.61Pre Close7 Volume33 Open Interest140.00Strike Price76.00Turnover34.57%IV2.64%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1962Delta0.0700Gamma321.11Leverage Ratio-0.2185Theta0.0019Rho63.01Eff Leverage0.0316Vega