0.04Open0.09Pre Close19 Volume172 Open Interest1.00Strike Price155.00Turnover94.85%IV-1.89%PremiumJul 12, 2024Expiry Date0.06Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7556Delta3.2645Gamma14.13Leverage Ratio-0.0048Theta0.0001Rho10.68Eff Leverage0.0003Vega