0.01Open0.01Pre Close45 Volume186 Open Interest66.00Strike Price76.00Turnover128.17%IV8.74%PremiumNov 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0101Delta0.0094Gamma7231.00Leverage Ratio-0.0986Theta0.0000Rho-73.31Eff Leverage0.0006Vega