0.05Open0.17Pre Close27 Volume513 Open Interest33.00Strike Price153.00Turnover33.25%IV5.66%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0713Delta0.1214Gamma893.43Leverage Ratio-0.0167Theta0.0003Rho63.70Eff Leverage0.0046Vega