0.06Open0.10Pre Close26 Volume69 Open Interest175.00Strike Price171.00Turnover70.89%IV14.90%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0136Delta0.0023Gamma2740.93Leverage Ratio-0.0506Theta-0.0003Rho-37.37Eff Leverage0.0075Vega