0.01Open0.01Pre Close153 Volume155 Open Interest40.00Strike Price153.00Turnover55.07%IV4.63%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0343Delta0.0694Gamma2795.33Leverage Ratio-0.0475Theta0.0000Rho-96.02Eff Leverage0.0015Vega