0.45Open0.35Pre Close3 Volume51 Open Interest157.50Strike Price157.00Turnover29.33%IV1.90%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type-0.3086Delta0.0973Gamma236.92Leverage Ratio-0.3160Theta-0.0028Rho-73.11Eff Leverage0.0435Vega