0.44Open0.48Pre Close3 Volume3.86K Open Interest155.00Strike Price126.00Turnover38.50%IV30.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier96DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.0235Delta0.0013Gamma529.76Leverage Ratio-0.0120Theta-0.0119Rho-12.47Eff Leverage0.0635Vega