0.05Open0.10Pre Close31 Volume391 Open Interest5.00Strike Price155.00Turnover258.67%IV79.72%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1082Delta0.1651Gamma56.20Leverage Ratio-0.0116Theta0.0001Rho6.08Eff Leverage0.0008Vega