0.40Open3.61Pre Close7 Volume33 Open Interest140.00Strike Price76.00Turnover35.16%IV2.64%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1962Delta0.0700Gamma321.11Leverage Ratio-0.2257Theta0.0018Rho63.00Eff Leverage0.0311Vega