0.03Open0.05Pre Close51 Volume8 Open Interest96.00Strike Price154.00Turnover12.46%IV1.50%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0881Delta0.1618Gamma2365.50Leverage Ratio-0.0275Theta0.0006Rho208.39Eff Leverage0.0126Vega