0.05Open0.15Pre Close23 Volume393 Open Interest4.00Strike Price130.00Turnover88.91%IV3.83%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.3705Delta1.6982Gamma71.27Leverage Ratio-0.0344Theta0.0001Rho26.40Eff Leverage0.0009Vega