0.45Open0.59Pre Close4 Volume200 Open Interest2.50Strike Price157.00Turnover137.45%IV0.47%PremiumJul 19, 2024Expiry Date0.35Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8742Delta0.7765Gamma5.89Leverage Ratio-0.0084Theta-0.0002Rho-5.15Eff Leverage0.0004Vega