0.64Open0.80Pre Close2 Volume607 Open Interest32.00Strike Price129.00Turnover21.00%IV1.97%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier24DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.4605Delta0.2325Gamma49.20Leverage Ratio-0.0128Theta-0.0085Rho-22.66Eff Leverage0.0326Vega