0.51Open0.50Pre Close3 Volume741 Open Interest6.50Strike Price159.00Turnover76.80%IV0.57%PremiumOct 18, 2024Expiry Date0.50Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9047Delta0.4210Gamma13.59Leverage Ratio-0.0151Theta0.0003Rho12.30Eff Leverage0.0009Vega