0.45Open0.59Pre Close4 Volume200 Open Interest2.50Strike Price157.00Turnover139.36%IV0.47%PremiumJul 19, 2024Expiry Date0.35Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8743Delta0.7761Gamma5.89Leverage Ratio-0.0086Theta-0.0002Rho-5.15Eff Leverage0.0004Vega