0.15Open0.11Pre Close3.02K Volume741 Open Interest31.50Strike Price75.19KTurnover27.47%IV0.41%PremiumDec 13, 2024Expiry Date0.05Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.5544Delta0.9717Gamma166.05Leverage Ratio-0.1047Theta0.0004Rho92.07Eff Leverage0.0059Vega