0.06Open0.12Pre Close26 Volume23 Open Interest46.00Strike Price156.00Turnover29.51%IV3.88%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1019Delta0.1420Gamma739.00Leverage Ratio-0.0314Theta0.0004Rho75.32Eff Leverage0.0076Vega