0.81Open0.72Pre Close2 Volume160 Open Interest56.00Strike Price156.00Turnover43.28%IV0.25%PremiumJul 19, 2024Expiry Date0.61Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6558Delta0.3923Gamma71.47Leverage Ratio-0.3127Theta-0.0005Rho-46.87Eff Leverage0.0080Vega