0.05Open0.09Pre Close23 Volume881 Open Interest30.00Strike Price159.00Turnover64.87%IV14.48%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0564Delta0.0530Gamma525.00Leverage Ratio-0.0195Theta0.0002Rho29.63Eff Leverage0.0038Vega