0.40Open0.35Pre Close3.55K Volume574 Open Interest2.00Strike Price157.72KTurnover69.57%IV2.53%PremiumDec 20, 2024Expiry Date0.37Intrinsic Value100Multiplier31DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8309Delta0.5256Gamma5.58Leverage Ratio-0.0021Theta0.0013Rho4.63Eff Leverage0.0017Vega