0.03Open0.03Pre Close116 Volume585 Open Interest32.50Strike Price129.00Turnover50.51%IV2.35%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0786Delta0.2625Gamma1663.00Leverage Ratio-0.0985Theta0.0000Rho-130.79Eff Leverage0.0016Vega