0.05Open0.05Pre Close27 Volume281 Open Interest22.50Strike Price127.00Turnover68.06%IV24.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0368Delta0.0378Gamma602.33Leverage Ratio-0.0074Theta0.0002Rho22.17Eff Leverage0.0025Vega