0.01Open0.30Pre Close107 Volume593 Open Interest177.50Strike Price149.00Turnover68.85%IV10.50%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0081Delta0.0024Gamma7931.20Leverage Ratio-0.0249Theta-0.0001Rho-63.89Eff Leverage0.0030Vega