0.45Open0.60Pre Close4 Volume110 Open Interest60.00Strike Price155.00Turnover21.89%IV5.48%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1725Delta0.0696Gamma180.31Leverage Ratio-0.0170Theta-0.0070Rho-31.11Eff Leverage0.0429Vega