0.03Open0.05Pre Close36 Volume40 Open Interest2150.00Strike Price159.00Turnover38.01%IV3.78%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeEuropeanOptions Type-0.0040Delta0.0004Gamma55862.89Leverage Ratio-0.3598Theta-0.0001Rho-222.57Eff Leverage0.0100Vega