0.65Open1.40Pre Close2 Volume133 Open Interest30.00Strike Price130.00Turnover38.22%IV4.15%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.3750Delta0.1532Gamma45.36Leverage Ratio-0.0275Theta-0.0049Rho-17.01Eff Leverage0.0246Vega