0.40Open0.57Pre Close5.01K Volume4.85K Open Interest14.50Strike Price154.84KTurnover56.33%IV1.58%PremiumJan 10, 2025Expiry Date0.04Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.5660Delta0.6434Gamma53.85Leverage Ratio-0.0703Theta0.0004Rho30.48Eff Leverage0.0043Vega