0.59Open1.70Pre Close2.10K Volume20.80K Open Interest35.00Strike Price151.99KTurnover55.39%IV1.55%PremiumJan 17, 2025Expiry Date0.26Intrinsic Value100Multiplier2DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.5553Delta0.2547Gamma46.01Leverage Ratio-0.1438Theta-0.0012Rho-25.55Eff Leverage0.0111Vega