0.35Open0.20Pre Close4 Volume201 Open Interest2.50Strike Price155.00Turnover65.61%IV1.05%PremiumSep 20, 2024Expiry Date0.37Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9644Delta0.3472Gamma7.65Leverage Ratio-0.0018Theta0.0003Rho7.38Eff Leverage0.0003Vega