0.11Open0.07Pre Close40 Volume116 Open Interest46.50Strike Price156.00Turnover38.16%IV6.35%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0469Delta0.0626Gamma1458.33Leverage Ratio-0.0199Theta0.0002Rho68.46Eff Leverage0.0040Vega