6.50Open9.40Pre Close240 Volume19 Open Interest38.00Strike Price157.77KTurnover110.88%IV0.13%PremiumNov 8, 2024Expiry Date6.89Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9812Delta0.0125Gamma6.48Leverage Ratio-0.0291Theta0.0020Rho6.36Eff Leverage0.0015Vega