0.50Open0.85Pre Close4 Volume203 Open Interest23.00Strike Price155.00Turnover34.03%IV1.22%PremiumSep 20, 2024Expiry Date0.07Intrinsic Value100Multiplier5DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.5160Delta0.4297Gamma57.33Leverage Ratio-0.0361Theta-0.0016Rho-29.58Eff Leverage0.0109Vega