0.45Open0.45Pre Close2.52K Volume373 Open Interest34.00Strike Price126.09KTurnover38.59%IV8.65%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.2845Delta0.1037Gamma57.78Leverage Ratio-0.0227Theta0.0060Rho16.44Eff Leverage0.0287Vega