0.10Open0.06Pre Close13 Volume470 Open Interest15.00Strike Price127.00Turnover153.53%IV39.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1230Delta0.0744Gamma72.13Leverage Ratio-0.0277Theta0.0003Rho8.87Eff Leverage0.0036Vega