0.70Open0.80Pre Close2 Volume4 Open Interest34.00Strike Price156.00Turnover39.47%IV0.57%PremiumSep 6, 2024Expiry Date0.67Intrinsic Value100Multiplier4DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.6708Delta0.2596Gamma35.08Leverage Ratio-0.0615Theta-0.0023Rho-23.53Eff Leverage0.0128Vega