0.21Open0.35Pre Close10 Volume79 Open Interest322.50Strike Price128.00Turnover692.31%IV3.37%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0440Delta0.0141Gamma6674.00Leverage Ratio-97.5855Theta0.0000Rho-293.39Eff Leverage0.0009Vega