0.06Open0.08Pre Close21 Volume22 Open Interest60.00Strike Price128.00Turnover62.61%IV13.22%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0354Delta0.0214Gamma1060.80Leverage Ratio-0.0275Theta0.0002Rho37.59Eff Leverage0.0045Vega