0.36Open0.30Pre Close4 Volume4 Open Interest35.00Strike Price158.00Turnover24.42%IV1.71%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4225Delta0.2617Gamma54.00Leverage Ratio-0.0253Theta-0.0041Rho-22.82Eff Leverage0.0241Vega