0.01Open0.05Pre Close112 Volume775 Open Interest45.50Strike Price126.00Turnover217.93%IV6.58%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0576Delta0.0700Gamma1068.25Leverage Ratio-0.8002Theta0.0000Rho61.54Eff Leverage0.0009Vega