0.08Open0.17Pre Close16 Volume44 Open Interest36.00Strike Price128.00Turnover28.16%IV2.38%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2482Delta0.3073Gamma235.07Leverage Ratio-0.0438Theta0.0009Rho58.34Eff Leverage0.0116Vega