0.11Open0.07Pre Close40 Volume91 Open Interest46.50Strike Price156.00Turnover34.78%IV6.35%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0413Delta0.0586Gamma1750.00Leverage Ratio-0.0156Theta0.0002Rho72.29Eff Leverage0.0038Vega