0.81Open0.72Pre Close2 Volume160 Open Interest56.00Strike Price156.00Turnover49.99%IV0.63%PremiumJul 19, 2024Expiry Date0.40Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.6948Delta0.3234Gamma88.96Leverage Ratio-0.3409Theta-0.0006Rho-61.81Eff Leverage0.0076Vega