6.85Open8.65Pre Close243 Volume411 Open Interest247.50Strike Price151.90KTurnover24.62%IV0.78%PremiumJul 19, 2024Expiry Date4.03Intrinsic Value100Multiplier4DDays to Expiry1.97Extrinsic Value100Contract SizeAmericanOptions Type0.7417Delta0.0487Gamma48.14Leverage Ratio-0.2926Theta0.0208Rho35.70Eff Leverage0.0871Vega