0.05Open0.05Pre Close30 Volume157 Open Interest140.00Strike Price150.00Turnover90.82%IV19.07%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0155Delta0.0042Gamma2352.40Leverage Ratio-0.0427Theta0.0001Rho36.43Eff Leverage0.0040Vega