0.04Open0.05Pre Close31 Volume1.79K Open Interest8.00Strike Price159.00Turnover40.11%IV0.38%PremiumJul 19, 2024Expiry Date0.07Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6182Delta1.7659Gamma63.44Leverage Ratio-0.0283Theta-0.0002Rho-39.22Eff Leverage0.0021Vega