0.15Open0.05Pre Close7 Volume17 Open Interest86.00Strike Price125.00Turnover26.76%IV1.56%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2568Delta0.2011Gamma348.04Leverage Ratio-0.1608Theta-0.0010Rho-89.37Eff Leverage0.0193Vega