0.03Open0.05Pre Close27 Volume123 Open Interest14.00Strike Price126.00Turnover22.94%IV2.31%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1491Delta0.7236Gamma476.67Leverage Ratio-0.0103Theta-0.0002Rho-71.07Eff Leverage0.0032Vega