0.50Open1.15Pre Close913 Volume1.11K Open Interest59.00Strike Price127.38KTurnover68.45%IV2.64%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.4267Delta0.1511Gamma82.95Leverage Ratio-0.4276Theta-0.0010Rho-35.40Eff Leverage0.0149Vega