0.30Open0.34Pre Close5 Volume67 Open Interest12.50Strike Price150.00Turnover35.12%IV0.83%PremiumSep 20, 2024Expiry Date0.20Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7731Delta0.8651Gamma42.32Leverage Ratio-0.0263Theta0.0006Rho32.72Eff Leverage0.0030Vega