0.15Open0.20Pre Close16 Volume114 Open Interest59.00Strike Price296.00Turnover10.41%IV2.11%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.2026Delta0.1867Gamma343.31Leverage Ratio-0.0085Theta-0.0061Rho-69.54Eff Leverage0.0411Vega