0.05Open0.06Pre Close31 Volume1.10K Open Interest20.00Strike Price155.00Turnover22.72%IV8.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1023Delta0.1696Gamma370.60Leverage Ratio-0.0043Theta0.0012Rho37.91Eff Leverage0.0083Vega