0.15Open0.10Pre Close16 Volume252 Open Interest28.00Strike Price150.00Turnover65.27%IV11.16%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0676Delta0.0756Gamma504.70Leverage Ratio-0.0254Theta0.0002Rho34.10Eff Leverage0.0035Vega