0.05Open0.05Pre Close26 Volume20 Open Interest36.00Strike Price154.00Turnover26.18%IV2.24%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2354Delta0.3488Gamma294.42Leverage Ratio-0.0432Theta0.0007Rho69.29Eff Leverage0.0104Vega