0.05Open0.07Pre Close31 Volume559 Open Interest43.00Strike Price155.00Turnover39.37%IV4.59%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0855Delta0.1211Gamma823.20Leverage Ratio-0.0373Theta0.0002Rho70.36Eff Leverage0.0051Vega