0.09Open0.07Pre Close16 Volume387 Open Interest345.00Strike Price126.00Turnover53.73%IV10.61%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0123Delta0.0016Gamma4539.76Leverage Ratio-0.0669Theta-0.0004Rho-56.00Eff Leverage0.0116Vega