0.20Open0.04Pre Close53 Volume39 Open Interest63.00Strike Price306.00Turnover41.20%IV8.10%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0435Delta0.0358Gamma1296.11Leverage Ratio-0.0247Theta0.0003Rho56.34Eff Leverage0.0058Vega