1.27Open1.75Pre Close1 Volume868 Open Interest82.50Strike Price127.00Turnover36.24%IV0.63%PremiumAug 16, 2024Expiry Date0.75Intrinsic Value100Multiplier2DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.6243Delta0.1499Gamma59.04Leverage Ratio-0.2145Theta0.0036Rho36.86Eff Leverage0.0265Vega