0.30Open0.36Pre Close5 Volume652 Open Interest20.00Strike Price155.00Turnover57.32%IV11.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1812Delta0.0853Gamma68.65Leverage Ratio-0.0189Theta-0.0023Rho-12.44Eff Leverage0.0142Vega