0.05Open0.15Pre Close25 Volume11 Open Interest207.50Strike Price125.00Turnover100.70%IV10.39%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0165Delta0.0048Gamma3760.20Leverage Ratio-0.2131Theta0.0001Rho61.93Eff Leverage0.0035Vega