0.26Open0.40Pre Close6 Volume140 Open Interest145.00Strike Price156.00Turnover34.04%IV11.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.0455Delta0.0082Gamma724.13Leverage Ratio-0.0329Theta-0.0030Rho-32.98Eff Leverage0.0328Vega