0.02Open0.06Pre Close28 Volume1.22K Open Interest152.50Strike Price126.00Turnover97.39%IV20.48%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0116Delta0.0029Gamma3165.25Leverage Ratio-0.0361Theta0.0001Rho36.57Eff Leverage0.0032Vega