0.30Open0.35Pre Close5 Volume232 Open Interest1.00Strike Price150.00Turnover115.03%IV3.17%PremiumNov 15, 2024Expiry Date0.26Intrinsic Value100Multiplier22DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8313Delta0.6975Gamma4.20Leverage Ratio-0.0021Theta0.0005Rho3.49Eff Leverage0.0008Vega