0.14Open0.57Pre Close9 Volume78 Open Interest31.00Strike Price150.00Turnover22.94%IV0.15%PremiumDec 6, 2024Expiry Date0.12Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6457Delta2.1829Gamma205.90Leverage Ratio-0.1516Theta-0.0001Rho-132.95Eff Leverage0.0028Vega