0.21Open0.35Pre Close10 Volume79 Open Interest322.50Strike Price128.00Turnover232.67%IV3.69%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0219Delta0.0086Gamma6696.20Leverage Ratio-6.5769Theta0.0000Rho-146.96Eff Leverage0.0014Vega