0.12Open0.18Pre Close14 Volume100 Open Interest101.50Strike Price159.00Turnover30.72%IV5.14%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0659Delta0.0406Gamma1073.56Leverage Ratio-0.0447Theta0.0007Rho70.77Eff Leverage0.0132Vega