0.84Open1.76Pre Close2 Volume7 Open Interest25.00Strike Price168.00Turnover33.16%IV1.59%PremiumJul 19, 2024Expiry Date0.45Intrinsic Value100Multiplier6DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.6387Delta0.3346Gamma35.07Leverage Ratio-0.0290Theta-0.0027Rho-22.40Eff Leverage0.0127Vega