0.84Open1.02Pre Close2 Volume507 Open Interest13.00Strike Price168.00Turnover53.43%IV0.53%PremiumJul 26, 2024Expiry Date0.78Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.8453Delta0.3385Gamma15.00Leverage Ratio-0.0178Theta-0.0011Rho-12.68Eff Leverage0.0032Vega