11.50Open11.11Pre Close129 Volume89 Open Interest470.00Strike Price125.74KTurnover37.65%IV1.05%PremiumJul 26, 2024Expiry Date4.59Intrinsic Value100Multiplier3DDays to Expiry4.96Extrinsic Value100Contract SizeAmericanOptions Type0.6129Delta0.0210Gamma47.94Leverage Ratio-1.0267Theta0.0291Rho29.38Eff Leverage0.1850Vega