0.05Open0.12Pre Close40 Volume590 Open Interest26.00Strike Price156.00Turnover36.34%IV5.80%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0556Delta0.1075Gamma1103.20Leverage Ratio-0.0130Theta-0.0002Rho-61.28Eff Leverage0.0032Vega