0.40Open0.57Pre Close3 Volume282 Open Interest78.50Strike Price126.00Turnover8.18%IV0.07%PremiumJan 10, 2025Expiry Date0.41Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8491Delta0.4880Gamma175.34Leverage Ratio-0.0352Theta0.0037Rho148.88Eff Leverage0.0137Vega