0.05Open0.04Pre Close115 Volume111 Open Interest20.50Strike Price159.00Turnover48.69%IV6.31%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0526Delta0.1209Gamma1093.50Leverage Ratio-0.0150Theta-0.0001Rho-57.53Eff Leverage0.0020Vega