0.05Open0.06Pre Close22 Volume1.37K Open Interest125.00Strike Price126.00Turnover4247.41%IV11.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0456Delta0.0135Gamma861.00Leverage Ratio-397.4132Theta0.0000Rho39.22Eff Leverage0.0002Vega