0.03Open0.02Pre Close22 Volume728 Open Interest2.00Strike Price76.00Turnover48.80%IV2.73%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.4371Delta5.2244Gamma80.60Leverage Ratio-0.0078Theta-0.0001Rho-35.23Eff Leverage0.0006Vega