0.14Open0.03Pre Close13 Volume288 Open Interest9.00Strike Price127.00Turnover106.59%IV4.78%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1738Delta0.5451Gamma209.33Leverage Ratio-0.0754Theta0.0000Rho-36.38Eff Leverage0.0011Vega