0.11Open0.17Pre Close12 Volume243 Open Interest24.00Strike Price126.00Turnover26.27%IV1.45%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.3591Delta0.6176Gamma161.33Leverage Ratio-0.0357Theta-0.0007Rho-57.93Eff Leverage0.0086Vega