5.85Open4.70Pre Close261 Volume1.18K Open Interest80.00Strike Price127.56KTurnover40.41%IV2.61%PremiumDec 20, 2024Expiry Date2.74Intrinsic Value100Multiplier19DDays to Expiry2.16Extrinsic Value100Contract SizeAmericanOptions Type0.6694Delta0.0479Gamma17.79Leverage Ratio-0.0802Theta0.0260Rho11.91Eff Leverage0.0679Vega