0.79Open0.37Pre Close2 Volume245 Open Interest23.00Strike Price158.00Turnover21.02%IV0.34%PremiumJul 19, 2024Expiry Date0.57Intrinsic Value100Multiplier6DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.8279Delta0.3979Gamma36.26Leverage Ratio-0.0162Theta0.0032Rho30.02Eff Leverage0.0078Vega