0.40Open0.40Pre Close4 Volume0 Open Interest38.00Strike Price127.00Turnover52.96%IV6.80%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.1312Delta0.0900Gamma261.19Leverage Ratio-0.0551Theta-0.0006Rho-34.28Eff Leverage0.0095Vega