0.06Open0.05Pre Close15 Volume512 Open Interest120.00Strike Price76.00Turnover55.27%IV21.60%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0045Delta0.0018Gamma9869.00Leverage Ratio-0.0058Theta0.0001Rho44.40Eff Leverage0.0017Vega