0.20Open0.25Pre Close7 Volume1.98K Open Interest2.00Strike Price127.00Turnover77.93%IV9.36%PremiumJan 17, 2025Expiry Date0.03Intrinsic Value100Multiplier23DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.5745Delta0.9880Gamma11.60Leverage Ratio-0.0035Theta0.0006Rho6.66Eff Leverage0.0020Vega