0.25Open0.35Pre Close6 Volume142 Open Interest32.00Strike Price130.00Turnover23.25%IV6.42%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1855Delta0.1508Gamma172.63Leverage Ratio-0.0110Theta0.0035Rho32.02Eff Leverage0.0204Vega