0.03Open0.03Pre Close116 Volume585 Open Interest32.50Strike Price129.00Turnover51.13%IV2.39%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0783Delta0.2604Gamma1663.80Leverage Ratio-0.1002Theta0.0000Rho-130.31Eff Leverage0.0016Vega