0.05Open0.04Pre Close11 Volume420 Open Interest160.00Strike Price126.00Turnover63.69%IV13.00%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0087Delta0.0034Gamma7080.54Leverage Ratio-0.0192Theta0.0001Rho61.54Eff Leverage0.0026Vega