0.16Open0.28Pre Close11 Volume168 Open Interest67.00Strike Price127.00Turnover50.17%IV7.60%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0870Delta0.0497Gamma499.12Leverage Ratio-0.0620Theta0.0005Rho43.40Eff Leverage0.0101Vega