0.10Open0.15Pre Close16 Volume77 Open Interest92.00Strike Price155.00Turnover40.01%IV2.19%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1265Delta0.1297Gamma901.30Leverage Ratio-0.2301Theta0.0002Rho114.02Eff Leverage0.0083Vega