0.40Open0.37Pre Close4 Volume2.16K Open Interest2.50Strike Price159.00Turnover143.76%IV18.93%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.5538Delta0.4630Gamma6.23Leverage Ratio-0.0082Theta0.0006Rho3.45Eff Leverage0.0023Vega