0.39Open1.40Pre Close4 Volume3 Open Interest36.50Strike Price156.00Turnover54.60%IV0.93%PremiumOct 11, 2024Expiry Date0.05Intrinsic Value100Multiplier1DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.5281Delta0.4315Gamma92.53Leverage Ratio-0.2438Theta0.0004Rho48.87Eff Leverage0.0067Vega