0.47Open0.54Pre Close4 Volume19 Open Interest18.00Strike Price187.00Turnover43.84%IV1.49%PremiumJul 26, 2024Expiry Date0.16Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.5959Delta0.5072Gamma45.97Leverage Ratio-0.0492Theta0.0010Rho27.40Eff Leverage0.0067Vega