1.27Open0.81Pre Close1 Volume222 Open Interest33.50Strike Price127.00Turnover20.19%IV0.40%PremiumJul 19, 2024Expiry Date1.14Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.9457Delta0.2132Gamma27.90Leverage Ratio-0.0055Theta-0.0017Rho-26.38Eff Leverage0.0038Vega