0.05Open0.04Pre Close15 Volume24 Open Interest29.50Strike Price75.00Turnover65.49%IV9.53%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0700Delta0.0813Gamma539.60Leverage Ratio-0.0303Theta0.0002Rho37.79Eff Leverage0.0034Vega