0.54Open0.56Pre Close3 Volume11 Open Interest41.00Strike Price157.00Turnover54.38%IV3.67%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.3221Delta0.1832Gamma100.05Leverage Ratio-0.1292Theta0.0010Rho32.22Eff Leverage0.0129Vega