0.45Open0.37Pre Close3 Volume5 Open Interest45.00Strike Price150.00Turnover8.27%IV0.77%PremiumDec 20, 2024Expiry Date0.25Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.6577Delta0.3826Gamma75.42Leverage Ratio-0.0109Theta0.0192Rho49.60Eff Leverage0.0426Vega