0.07Open0.04Pre Close28 Volume278 Open Interest1060.00Strike Price127.00Turnover62.34%IV16.74%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0021Delta0.0001Gamma30268.33Leverage Ratio-0.0286Theta0.0001Rho64.61Eff Leverage0.0053Vega