0.30Open0.11Pre Close5 Volume16 Open Interest370.00Strike Price150.00Turnover48.12%IV5.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0517Delta0.0078Gamma1304.33Leverage Ratio-0.2689Theta-0.0010Rho-67.38Eff Leverage0.0300Vega