0.05Open0.07Pre Close31 Volume96 Open Interest47.00Strike Price157.00Turnover72.59%IV10.76%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0485Delta0.0397Gamma849.60Leverage Ratio-0.0398Theta0.0001Rho41.20Eff Leverage0.0035Vega