0.01Open0.05Pre Close112 Volume775 Open Interest45.50Strike Price126.00Turnover388.68%IV6.44%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0575Delta0.0698Gamma1069.63Leverage Ratio-2.5375Theta0.0000Rho61.54Eff Leverage0.0005Vega