0.05Open0.08Pre Close31 Volume172 Open Interest34.00Strike Price155.00Turnover35.16%IV14.33%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0350Delta0.0221Gamma792.60Leverage Ratio-0.0056Theta-0.0008Rho-27.71Eff Leverage0.0077Vega