0.05Open0.05Pre Close26 Volume20 Open Interest36.00Strike Price154.00Turnover27.75%IV2.24%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2351Delta0.3481Gamma294.42Leverage Ratio-0.0485Theta0.0007Rho69.21Eff Leverage0.0098Vega