0.03Open0.08Pre Close52 Volume107 Open Interest917.50Strike Price157.00Turnover51.11%IV6.68%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0042Delta0.0005Gamma28089.91Leverage Ratio-0.0350Theta-0.0001Rho-118.06Eff Leverage0.0064Vega