0.18Open0.24Pre Close6 Volume143 Open Interest31.50Strike Price76.00Turnover21.52%IV1.57%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3636Delta0.5265Gamma249.28Leverage Ratio-0.0359Theta0.0013Rho90.65Eff Leverage0.0124Vega