0.04Open0.06Pre Close37 Volume101 Open Interest43.50Strike Price127.00Turnover64.45%IV5.06%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0370Delta0.0603Gamma2290.50Leverage Ratio-0.0678Theta0.0000Rho-84.76Eff Leverage0.0017Vega