0.27Open0.70Pre Close6 Volume18 Open Interest167.50Strike Price157.00Turnover35.29%IV4.86%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.0736Delta0.0232Gamma879.15Leverage Ratio-0.1096Theta-0.0011Rho-64.69Eff Leverage0.0237Vega