0.05Open0.04Pre Close12 Volume420 Open Interest160.00Strike Price127.00Turnover65.99%IV13.24%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0048Delta0.0021Gamma14130.00Leverage Ratio-0.0099Theta0.0000Rho67.83Eff Leverage0.0014Vega