0.40Open0.55Pre Close4 Volume109 Open Interest50.00Strike Price155.00Turnover36.48%IV11.57%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1544Delta0.0565Gamma138.86Leverage Ratio-0.0218Theta0.0043Rho21.44Eff Leverage0.0274Vega