0.55Open0.63Pre Close3 Volume84 Open Interest17.00Strike Price165.00Turnover1100.42%IV-0.30%PremiumJul 5, 2024Expiry Date0.60Intrinsic Value100Multiplier-2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.6073Delta0.2134Gamma15.33Leverage Ratio-9.7446Theta0.0000Rho-9.31Eff Leverage0.0006Vega