0.07Open0.04Pre Close28 Volume270 Open Interest1060.00Strike Price127.00Turnover60.08%IV16.74%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0018Delta0.0001Gamma36322.00Leverage Ratio-0.0237Theta0.0001Rho66.48Eff Leverage0.0047Vega