0.63Open0.40Pre Close2 Volume107 Open Interest14.00Strike Price127.00Turnover26.30%IV1.60%PremiumJan 17, 2025Expiry Date0.41Intrinsic Value100Multiplier23DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6955Delta0.3677Gamma22.52Leverage Ratio-0.0084Theta0.0059Rho15.66Eff Leverage0.0127Vega