0.09Open0.08Pre Close37 Volume977 Open Interest5.00Strike Price159.00Turnover82.69%IV10.94%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.2515Delta0.7643Gamma113.13Leverage Ratio-0.0163Theta0.0001Rho28.45Eff Leverage0.0016Vega