0.05Open0.20Pre Close16 Volume549 Open Interest120.00Strike Price147.00Turnover25.31%IV1.42%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.2981Delta0.1293Gamma236.98Leverage Ratio-0.1743Theta0.0028Rho70.64Eff Leverage0.0367Vega