0.11Open0.70Pre Close15 Volume30 Open Interest134.00Strike Price157.00Turnover31.84%IV0.45%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3106Delta0.7034Gamma1335.00Leverage Ratio-1.7870Theta0.0001Rho414.69Eff Leverage0.0056Vega