0.15Open0.10Pre Close10 Volume53 Open Interest52.00Strike Price155.00Turnover24.15%IV1.01%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.3303Delta0.3975Gamma261.90Leverage Ratio-0.0974Theta-0.0009Rho-86.51Eff Leverage0.0137Vega