0.45Open2.70Pre Close3 Volume830 Open Interest42.00Strike Price168.00Turnover63.64%IV3.49%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.3652Delta0.1829Gamma82.44Leverage Ratio-0.1950Theta0.0009Rho30.11Eff Leverage0.0121Vega