0.09Open0.30Pre Close21 Volume288 Open Interest35.00Strike Price149.00Turnover26.46%IV1.52%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.2479Delta0.4620Gamma345.45Leverage Ratio-0.0568Theta0.0005Rho85.63Eff Leverage0.0082Vega