0.03Open0.04Pre Close40 Volume458 Open Interest17.00Strike Price177.00Turnover49.19%IV5.46%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0890Delta0.2612Gamma645.20Leverage Ratio-0.0192Theta0.0001Rho57.44Eff Leverage0.0020Vega