0.53Open0.66Pre Close4 Volume75 Open Interest35.00Strike Price156.00Turnover48.64%IV1.20%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4532Delta0.4461Gamma116.27Leverage Ratio-0.3000Theta0.0004Rho52.70Eff Leverage0.0072Vega