0.10Open0.11Pre Close17 Volume504 Open Interest63.00Strike Price126.00Turnover38.91%IV6.02%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0600Delta0.0552Gamma1081.45Leverage Ratio-0.0350Theta0.0003Rho64.92Eff Leverage0.0066Vega