0.55Open0.58Pre Close3 Volume29 Open Interest27.00Strike Price159.00Turnover35.25%IV0.45%PremiumOct 4, 2024Expiry Date0.37Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.6360Delta0.3878Gamma44.76Leverage Ratio-0.0473Theta-0.0017Rho-28.47Eff Leverage0.0104Vega