1.55Open0.75Pre Close1 Volume35 Open Interest17.50Strike Price155.00Turnover33.29%IV1.55%PremiumDec 20, 2024Expiry Date1.26Intrinsic Value100Multiplier31DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.7898Delta0.1591Gamma12.10Leverage Ratio-0.0101Theta0.0112Rho9.56Eff Leverage0.0157Vega