0.75Open0.70Pre Close2 Volume227 Open Interest11.00Strike Price155.00Turnover45.99%IV3.78%PremiumDec 20, 2024Expiry Date0.37Intrinsic Value100Multiplier28DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.6360Delta0.2564Gamma14.21Leverage Ratio-0.0104Theta0.0050Rho9.04Eff Leverage0.0120Vega