0.50Open0.49Pre Close3 Volume946 Open Interest17.00Strike Price154.00Turnover50.98%IV0.66%PremiumNov 29, 2024Expiry Date0.43Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.8793Delta0.5633Gamma36.82Leverage Ratio-0.0525Theta-0.0002Rho-32.38Eff Leverage0.0014Vega