0.07Open0.10Pre Close21 Volume307 Open Interest27.00Strike Price149.00Turnover35.19%IV4.20%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1794Delta0.2498Gamma259.80Leverage Ratio-0.0292Theta0.0006Rho46.60Eff Leverage0.0078Vega