0.05Open0.08Pre Close39 Volume846 Open Interest77.00Strike Price126.00Turnover45.02%IV4.12%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1050Delta0.0784Gamma643.30Leverage Ratio-0.0990Theta0.0004Rho67.56Eff Leverage0.0094Vega