0.79Open0.50Pre Close1.93K Volume6.26K Open Interest7.00Strike Price159.20KTurnover121.36%IV0.80%PremiumOct 11, 2024Expiry Date0.76Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8627Delta0.3519Gamma7.80Leverage Ratio-0.0252Theta-0.0004Rho-6.73Eff Leverage0.0011Vega