0.50Open0.53Pre Close3 Volume37 Open Interest81.00Strike Price150.00Turnover4.73%IV0.59%PremiumDec 20, 2024Expiry Date0.02Intrinsic Value100Multiplier27DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.6092Delta0.3658Gamma140.90Leverage Ratio-0.0132Theta0.0366Rho85.84Eff Leverage0.0851Vega