24.80Open26.70Pre Close30 Volume107 Open Interest540.00Strike Price75.97KTurnover38.42%IV0.33%PremiumSep 20, 2024Expiry Date24.51Intrinsic Value100Multiplier2DDays to Expiry1.86Extrinsic Value100Contract SizeAmericanOptions Type0.9563Delta0.0062Gamma22.67Leverage Ratio-0.3266Theta0.0241Rho21.68Eff Leverage0.0358Vega