0.15Open0.11Pre Close10 Volume4.46K Open Interest4.00Strike Price187.00Turnover63.18%IV3.16%PremiumJul 19, 2024Expiry Date0.20Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.7555Delta1.1887Gamma16.17Leverage Ratio-0.0092Theta-0.0003Rho-12.22Eff Leverage0.0013Vega