0.01Open1.33Pre Close32 Volume702 Open Interest82.50Strike Price157.00Turnover53.76%IV15.49%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0261Delta0.0118Gamma1429.60Leverage Ratio-0.0212Theta0.0003Rho37.38Eff Leverage0.0058Vega