0.30Open0.40Pre Close5 Volume232 Open Interest110.50Strike Price150.00Turnover8.89%IV0.25%PremiumDec 6, 2024Expiry Date0.02Intrinsic Value100Multiplier2DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.5250Delta0.5505Gamma374.51Leverage Ratio-0.0777Theta-0.0028Rho-196.61Eff Leverage0.0326Vega