0.03Open0.08Pre Close52 Volume107 Open Interest917.50Strike Price157.00Turnover70.06%IV6.60%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0224Delta0.0016Gamma3446.53Leverage Ratio-0.9455Theta-0.0005Rho-77.25Eff Leverage0.0257Vega