0.03Open0.01Pre Close68 Volume247 Open Interest70.00Strike Price157.00Turnover36.62%IV8.11%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0262Delta0.0239Gamma2590.80Leverage Ratio-0.0152Theta0.0002Rho67.82Eff Leverage0.0042Vega