126.67Open126.67Pre Close0 Volume0 Open Interest382.50Strike Price0.00Turnover179.72%IV0.13%PremiumAug 2, 2024Expiry Date126.34Intrinsic Value100Multiplier4DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.9706Delta0.0014Gamma2.02Leverage Ratio-0.2723Theta-0.0285Rho-1.96Eff Leverage0.0193Vega