0.75Open0.85Pre Close2 Volume285 Open Interest18.00Strike Price147.00Turnover59.38%IV3.68%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier11DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.4869Delta0.2109Gamma23.15Leverage Ratio-0.0324Theta-0.0027Rho-11.27Eff Leverage0.0127Vega