0.35Open0.29Pre Close3 Volume291 Open Interest95.00Strike Price127.00Turnover48.31%IV10.15%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.1466Delta0.0318Gamma165.01Leverage Ratio-0.0773Theta0.0036Rho24.19Eff Leverage0.0343Vega