0.26Open0.35Pre Close5 Volume86 Open Interest10.50Strike Price127.00Turnover34.57%IV0.10%PremiumSep 6, 2024Expiry Date0.25Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9235Delta0.8592Gamma40.20Leverage Ratio-0.0129Theta-0.0002Rho-37.12Eff Leverage0.0007Vega